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Title: Recursive least-squares using a hybrid householder algorithm on massively parallel simd systems
Authors: Clint, Maurice 
Naegeli, H. H. 
Kontoghiorghes, Erricos John 
Keywords: Algorithms
Computer simulation
Recursive functions
Least squares
Issue Date: 1999
Publisher: Elsevier
Source: Parallel Computing, 1999, Volume 25, Issue 9, Pages 1147-1159
Abstract: Within the context of recursive least-squares, the implementation of a Householder algorithm for block updating the QR decomposition, on massively parallel SIMD systems, is considered. Initially, two implementations based on different mapping strategies for distributing the data matrices over the processing elements of the parallel computer are investigated. Timing models show that neither of these implementations is superior in all cases. In order to increase computational speed, a hybrid implementation uses performance models to partition the problem into two subproblems which are then solved using the first and second implementation, respectively.
ISSN: 01678191
DOI: 10.1016/S0167-8191(99)00043-5
Rights: © 1999 Elsevier Science B.V. All rights reserved.
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