Parallel reduction of banded matrices to bidiagonal form

  • Authors:
  • Bruno Lang

  • Affiliations:
  • -

  • Venue:
  • Parallel Computing
  • Year:
  • 1996

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Abstract

A parallel algorithm for reducing banded matrices to bidiagonal form is presented. In contrast to the rotation-based ''standard approach'', our algorithm is based on Householder transforms, therefore exhibiting considerably higher data locality (BLAS level 2 instead of level 1). The update of the transformation matrices which involves the vast majority of the operations can even be blocked to allow the use of level 3 BLAS. Thus, our algorithm will outperform the standard method on a serial computer with a distinct memory hierarchy. In addition, the algorithm can be efficiently implemented in a distributed memory environment, as is demonstrated by numerical results on the Intel Paragon.