Efficient Matrix Inversion via Gauss-Jordan Elimination and ItsParallelization

Authors:
Enrique S. Quintana;Gregorio Quintana;Xiaobai Sun;Robert van de Geijn
Affiliations:
-;-;-;-
Venue:
Efficient Matrix Inversion via Gauss-Jordan Elimination and ItsParallelization
Year:
1998

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Abstract

We present a new parallel matrix inversion algorithm and report its implementation on parallel computers with distributed memory. The algorithm features natural load balance, simple programming and easy performance optimization, while maintaining the same arithmetic cost and numerical properties of the conventional inversion algorithm. Our analysis and experiments on a Cray T3E report near-peak performance for the new approach.