LU factorisation with panel rank revealing pivoting and its communication avoiding version
Amal Khabou
26 January 2012, 10h30 - 26 January 2012, 11h30 Salle/Bat : 455/PCRI-N
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Résumé :
We present the LU decomposition with panel rank revealing pivoting
(LU_PRRP), an LU factorization algorithm based on strong rank
revealing QR panel factorization. LU_PRRP is more stable than
Gaussian elimination with partial pivoting (GEPP). Our
extensive numerical experiments show that the new factorization scheme
is as numerically stable as GEPP in practice, but it is more resistant
to pathological cases and easily solves the Wilkinson matrix and the
Foster matrix.
We also present CALU_PRRP, a communication avoiding version of
LU_PRRP that minimizes communication. CALU_PRRP is more stable
than CALU, the communication avoiding version of GEPP.
