The design and implementation of the parallel out-of-core ScaLAPACKLU, QR, and Cholesky factorization routines

摘要

This paper describes the design and implementation of three core factorization routines-LU, QR, and Cholesky-included in the out-of-core extension of ScaLAPACK. These routines allow the factorization And solution of a dense system that is too large to fit entirely in physical memory. The full matrix is stored On disk and the factorization routines transfer sub-matrice panels into memory. The 'left-looking' column- Oriented variant of the factorization algorithm is implemented to reduce the disk I/O traffic. The routines Are implemented using a portable I/O interface and utilize high-performance ScaLAPACK factorization Routines as in-core computational kernels.