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Author Olszanskyj, S.J. ♦ Bojanczyk, A.W.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©1994
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Least squares methods ♦ Algorithm design and analysis ♦ Robustness ♦ Differential equations ♦ Resonance light scattering ♦ Refining ♦ Matrices ♦ Error correction
Abstract We report results on the parallel implementation of accurate algorithms for the windowed recursive least squares (WRLS) problem. In this problem both updating and downdating of matrix factorizations takes place, where in either case, the factorization is modified by a block of rows. We consider two algorithms, block Gram-Schmidt with re-orthogonalization (BGSR) (S.J. Olszanskyj et al.) and corrected semi-normal equations (CSNE) (L. Elden, H. Park, 1992). We implemented the algorithms for the Intel iPSC/860 Hypercube and Intel Paragon XP/S architectures. Test results show that even though the BGSR algorithm has more work to do, it exhibits better scaled speedup and is in many scenarios faster than CSNE in parallel.
Description Author affiliation: Sch. of Electr. Eng., Cornell Univ., Ithaca, NY, USA (Olszanskyj, S.J.; Bojanczyk, A.W.)
ISBN 0818656808
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1994-05-23
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Size (in Bytes) 573.43 kB
Page Count 8
Starting Page 741
Ending Page 748

Source: IEEE Xplore Digital Library