
We illustrate how linear algebra calculations can be enhanced by statistical techniques in the case of a square linear system Ax = b . We study a random transformation of A that enables us to avoid pivoting and then to reduce the amount of communication. Numerical experiments show that this randomization can be performed at a very affordable computational price while providing us with a satisfying accuracy when compared to partial pivoting. This random transformation called Partial Random Butterfly Transformation (PRBT) is optimized in terms of data storage and flops count. We propose a solver where PRBT and the LU factorization with no pivoting take advantage of the current hybrid multicore/GPU machines and we compare its Gflop/s performance with a solver implemented in a current parallel library.
linear systems, ACM: G.: Mathematics of Computing/G.1: NUMERICAL ANALYSIS/G.1.3: Numerical Linear Algebra, multiplicative preconditioning, Dense linear algebra, [INFO.INFO-NA]Computer Science [cs]/Numerical Analysis [cs.NA], randomization, 510, 004, graphics processing units, [INFO.INFO-NA] Computer Science [cs]/Numerical Analysis [cs.NA], LU factorization
linear systems, ACM: G.: Mathematics of Computing/G.1: NUMERICAL ANALYSIS/G.1.3: Numerical Linear Algebra, multiplicative preconditioning, Dense linear algebra, [INFO.INFO-NA]Computer Science [cs]/Numerical Analysis [cs.NA], randomization, 510, 004, graphics processing units, [INFO.INFO-NA] Computer Science [cs]/Numerical Analysis [cs.NA], LU factorization
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