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Article . 2022
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Parallel QR Factorization of Block Low-rank Matrices

Authors: M. Ridwan Apriansyah; Rio Yokota;

Parallel QR Factorization of Block Low-rank Matrices

Abstract

We present two new algorithms for Householder QR factorization of Block Low-Rank (BLR) matrices: one that performs block-column-wise QR and another that is based on tiled QR. We show how the block-column-wise algorithm exploits BLR structure to achieve arithmetic complexity of 𝒪( mn ), while the tiled BLR-QR exhibits 𝒪( mn 1.5 complexity. However, the tiled BLR-QR has finer task granularity that allows parallel task-based execution on shared memory systems. We compare the block-column-wise BLR-QR using fork-join parallelism with tiled BLR-QR using task-based parallelism. We also compare these two implementations of Householder BLR-QR with a block-column-wise Modified Gram–Schmidt (MGS) BLR-QR using fork-join parallelism and a state-of-the-art vendor-optimized dense Householder QR in Intel MKL. For a matrix of size 131k × 65k, all BLR methods are more than an order of magnitude faster than the dense QR in MKL. Our methods are also robust to ill conditioning and produce better orthogonal factors than the existing MGS-based method. On a CPU with 64 cores, our parallel tiled Householder and block-column-wise Householder algorithms show a speedup of 50 and 37 times, respectively.

Keywords

G.4, FOS: Computer and information sciences, D.1.3, G.1.3; G.1.2; G.4; D.1.3, FOS: Mathematics, Computer Science - Mathematical Software, G.1.2, Mathematics - Numerical Analysis, G.1.3, Numerical Analysis (math.NA), Mathematical Software (cs.MS)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Top 10%
Average
Average
Green