A Fast Minimal Storage Symmetric Indefinite Solver

  • Authors:
  • Fred G. Gustavson;Alexander Karaivanov;Minka Marinova;Jerzy Waniewski;Plamen Y. Yalamov

  • Affiliations:
  • -;-;-;-;-

  • Venue:
  • PARA '00 Proceedings of the 5th International Workshop on Applied Parallel Computing, New Paradigms for HPC in Industry and Academia
  • Year:
  • 2000

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Abstract

In LAPACK there are two types of subroutines for solving problems with symmetric matrices: routines for full and packed storage. The performance of full format is much better as it allows the usage of Level 2 and 3 BLAS whereas the memory requirement of the packed format is about 50% of full. We propose a new storage layout which combines the advantages of both algorithms: its factorization performance is better than that of full storage layout, and its memory requirement is percentage-wise slightly larger than packed storage. Our new algorithms, called DBSSV, DBSTRF, and DBSTRS are now part of ESSL[9]. On three recent IBM RS/6000 platforms, Power3, Po- wer2 and PowerPC 604e DBSTRF outperforms LAPACK's DSYTRF by about 20%, and DBSTRS, with 100 RHS, outperforms LAPACK's DSYTRS by more than 100%. These performance results are decidedly unfair to our new algorithms: we compare against Level 3 algorithms as opposed to Level 2 packed algorithms.