$LU$ Factorization Algorithms on Distributed-Memory Multiprocessor Architectures

Abstract

In this paper, we consider the effect that the data-storage scheme and pivoting scheme have on the efficiency of $LU$ factorization on a distributed-memory multiprocessor. Our presentation will focus on the hypercube architecture, but most of our results are applicable to distributed-memory architectures in general. We restrict our attention to two commonly used storage schemes (storage by rows and by columns) and investigate partial pivoting both by rows and by columns, yielding four factorization algorithms. Our goal is to determine which of these four algorithms admits the most efficient parallel implementation. We analyze factors such as load distribution, pivoting cost, and potential for pipelining. We conclude that, in the absence of loop-unrolling, $LU$ factorization with partial pivoting is most efficient when pipelining is used to mask the cost of pivoting. The two schemes that can be pipelined are pivoting by interchanging rows when the coefficient matrix is distributed to the processors by columns, and pivoting by interchanging columns when the matrix is distributed to the processors by rows.