Householder Transformation for the Regularized Least Square Problem on iPSC/860

Document Type

Conference Proceeding

Publication Date

1992

Publication Title

Parallel Processing Symposium, 1992. Proceedings., Sixth International

Abstract

Discusses a householder factorization algorithm for a special type of matrix arising from the application of the Tikhnov regularization method to an ill-conditioned least square problem. The matrix involved is half dense and half sparse. The algorithm has been implemented on iPSC/860 hypercubes. By overlapping communications with computations, the code has been optimized to take advantage of the special structure of the matrix and minimize inter-node communications. Super-linear speed-up was observed in the numerical experiment for large problems. The algorithm has been used as a core routine in the program solving parameter identification problems in reservoir simulations

Original Citation

Zhu, J. (1992), Householder transformation for the regularized least squares problem on iPSC/860, in Proceedings of the Sixth International Parallel Processing Symposium, 433-436, IEEE Computer Society Press, Los Alamitos, California.

DOI

10.1109/IPPS.1992.223007

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