Parallel adaptive wavefront algorithms solving Lyapunov equations for the Cholesky factor on message passing multiprocessors

Abstract

The order of the matrices involved in several algebraic problems decreases during the solution process In these cases parallel algorithms which use adaptive solving blocks sizes o er better performance results than the ones obtained on parallel algorithms using traditional constant block sizes Recently new parallel wavefront algorithms solving the Lyapunov equations for the Cholesky factor using Hammarling s method on message passing multiprocessors systems have been designed In this paper new parallel adapative versions of these parallel algorithms are described and experimental results obtained on an SGI Power Challenge are presented