Efficient parallel algorithm for constructing a unit triangular matrix with prescribed singular values

Authors:
Georgina Flores-Becerra;Victor M. Garcia;Antonio M. Vidal
Affiliations:
Departamento de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, Valencia, España and Departamento de Sistemas y Computación, Instituto Tecnol ...;Departamento de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, Valencia, España;Departamento de Sistemas Informáticos y Computación, Universidad Politécnica de Valencia, Valencia, España
Venue:
VECPAR'06 Proceedings of the 7th international conference on High performance computing for computational science
Year:
2006

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Abstract

The problem tackled in this paper is the parallel construction of a unit triangular matrix with prescribed singular values, when these fulfill Weyl's conditions [9]; this is a particular case of the Inverse Singular Value Problem. A sequential algorithm for this problem was proposed in [10] by Kosowsky and Smoktunowicz. In this paper parallel versions of this algorithm will be described, both for shared memory and distributed memory architectures. The proposed parallel implementation is better suited for the shared memory paradigm; this is confirmed by the numerical experiments; the shared memory version, reaches an efficiency over 90%, and reduces substantially the execution times compared with the sequential algorithm.