Abstract
In this paper we present a parallel algorithm that solves the Toeplitz Least Squares Problem. We exploit the displacement structure of Toeplitz matrices and parallelize the Generalized Schur method. The stability problems of the method are solved by using a correction process based on the Corrected Semi-Normal Equations [10]. Other problems arising in the parallelization of the method, such as the data dependencies and high communication cost, have been addressed with an optimized distribution of the data, rearrangement of the computations, and with the design of new basic parallel subroutines. We have used standard tools like the ScaLAPACK library based on the MPI environment. Experimental results have been obtained in a cluster of personal computers with a high performance interconnection network.
Partially funded by the Spanish Government through the project CICYT TIC96- 1062-C03.
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Alonso, P., Badía, J.M., Vidal, A.M. (2001). A Parallel Algorithm for Solving the Toeplitz Least Squares Problem. In: Palma, J.M.L.M., Dongarra, J., Hernández, V. (eds) Vector and Parallel Processing — VECPAR 2000. VECPAR 2000. Lecture Notes in Computer Science, vol 1981. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44942-6_26
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DOI: https://doi.org/10.1007/3-540-44942-6_26
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