Stability of Parallel Triangular System Solvers

Stability of Parallel Triangular System Solvers
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平行三角系统求解器的稳定性

DOI:
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发表时间:
1995
影响因子:
3.1
通讯作者:
N. Higham
N. Higham
中科院分区:
数学2区
文献类型:
--
作者:
N. Higham

文献摘要

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已经提出了几种平行算法用于三角系统的溶液。这里分析了其中四个的稳定性:一种粉丝算法,块消除方法,基于基于矩阵倒数的分解功率系列扩展的方法,以及基于分隔和征服矩阵反转技术的方法。得出了新的向前误差和残留界限,包括对风扇中的算法对Sameh和Brent的边界的改进。确定了一个正向误差绑定,不仅适用于此处描述的所有方法,还可以确定不依赖代数取消的任何三角方程求解器;在结合的含义中,对于某些特殊类型的三角形系统,任何此类方法都非常准确。
Several parallel algorithms have been proposed for the solution of triangular systems. The stability of four of them is analysed here: a fan-in algorithm, a block elimination method, a method based on a factorized power series expansion of the matrix inverse, and a method based on a divide and conquer matrix inversion technique. New forward error and residual bounds are derived, including an improvement on the bounds of Sameh and Brent for the fan-in algorithm. A forward error bound is identified that holds not only for all the methods described here, but for any triangular equation solver that does not rely on algebraic cancellation; among the implications of the bound is that any such method is extremely accurate for certain special types of triangular systems.