Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/6771
Title: Efficient algorithms for estimating the general linear model
Authors: Yanev, Petko I. 
Kontoghiorghes, Erricos John 
Keywords: Parallel algorithms
Computational complexity
Estimation
Linear systems
Mathematical models
Problem solving
Issue Date: 2006
Publisher: Elsevier
Source: Parallel Computing ,2006, Volume 32, Issue 2, Pages 195-204
Abstract: Computationally efficient serial and parallel algorithms for estimating the general linear model are proposed. The sequential block-recursive algorithm is an adaptation of a known Givens strategy that has as a main component the Generalized QR decomposition. The proposed algorithm is based on orthogonal transformations and exploits the triangular structure of the Cholesky QRD factor of the variance-covariance matrix. Specifically, it computes the estimator of the general linear model by solving recursively a series of smaller and smaller generalized linear least squares problems. The new algorithm is found to outperform significantly the corresponding LAPACK routine. A parallel version of the new sequential algorithm which utilizes an efficient distribution of the matrices over the processors and has low inter-processor communication is developed. The theoretical computational complexity of the parallel algorithms is derived and analyzed. Experimental results are presented which confirm the theoretical analysis. The parallel strategy is found to be scalable and highly efficient for estimating large-scale general linear estimation problems.
URI: http://ktisis.cut.ac.cy/handle/10488/6771
ISSN: 01678191
DOI: 10.1016/j.parco.2005.06.007
Rights: © 2005 Elsevier B.V. All rights reserved.
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