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Author Avron, Haim ♦ Druinsky, Alex ♦ Gupta, Anshul
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Copyright Year ©2015
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Asynchronous ♦ Gauss-Seidel ♦ Randomized ♦ Shared-memory parallel
Abstract Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's [1969] pioneering paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by allowing the processors to continue to make progress even if not all progress made by other processors has been communicated to them. Historically, the applicability of asynchronous methods for solving linear equations has been limited to certain restricted classes of matrices, such as diagonally dominant matrices. Furthermore, analysis of these methods focused on proving convergence in the limit. Comparison of the asynchronous convergence rate with its synchronous counterpart and its scaling with the number of processors have seldom been studied and are still not well understood. In this article, we propose a randomized shared-memory asynchronous method for general symmetric positive definite matrices. We rigorously analyze the convergence rate and prove that it is linear and is close to that of the method's synchronous counterpart if the processor count is not excessive relative to the size and sparsity of the matrix. We also present an algorithm for unsymmetric systems and overdetermined least-squares. Our work presents a significant improvement in the applicability of asynchronous linear solvers as well as in their convergence analysis, and suggests randomization as a key paradigm to serve as a foundation for asynchronous methods.
ISSN 00045411
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2015-12-10
Publisher Place New York
e-ISSN 1557735X
Journal Journal of the ACM (JACM)
Volume Number 62
Issue Number 6
Page Count 27
Starting Page 1
Ending Page 27

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Source: ACM Digital Library