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A Fast Minimal Storage Symmetric Indefinite Solver

机译:快速最小的存储对称无限制求解器

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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, Power2 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.
机译:在Lapack中,有两种类型的子程序用于解决对称矩阵的问题:用于完整和包装存储的例程。完整格式的性能要好得多,因为它允许使用级别2和3 BLA,而包装格式的内存要求约为满满的50%。我们提出了一种新的存储布局,它结合了两种算法的优势:其分解性能优于完全存储布局,其内存要求是比包装存储略大的百分比。我们的新算法,名为DBSSV,DBSTRF和DBSTRS现在是ESSL [9]的一部分。在最近的三个IBM RS / 6000平台上,POWER3,POWER2和PowerPC 604E DBSTRF优于Lapack的DSTRF大约20%,DBSTRS,100 RHS,优于Lapack的DSYTRS超过100%。这些性能结果对我们的新算法不同,我们与第3级算法相比,与2级包装算法相比。

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