Computing Least Squares Condition Numbers on Hybrid Multicore/GPU Systems

TitleComputing Least Squares Condition Numbers on Hybrid Multicore/GPU Systems
Publication TypeConference Paper
Year of Publication2014
AuthorsBaboulin, M., J. Dongarra, and R. Lacroix
Conference NameInternational Interdisciplinary Conference on Applied Mathematics, Modeling and Computational Science (AMMCS)
Date Published2014-08
Conference LocationWaterloo, Ontario, CA
AbstractThis paper presents an efficient computation for least squares conditioning or estimates of it. We propose performance results using new routines on top of the multicore-GPU library MAGMA. This set of routines is based on an efficient computation of the variance-covariance matrix for which, to our knowledge, there is no implementation in current public domain libraries LAPACK and ScaLAPACK.