Parallel block schemes for large scale least squares computations
Large scale least squares computations arise in a variety of scientific and engineering problems, including geodetic adjustments and surveys, medical image analysis, molecular structures, partial differential equations and substructuring methods in structural engineering. In each of these problems, matrices often arise which possess a block structure which reflects the local connection nature of the underlying physical problem. For example, such super-large nonlinear least squares computations arise in geodesy. Here the coordinates of positions are calculated by iteratively solving overdetermined systems of nonlinear equations by the Gauss-Newton method. The US National Geodetic Survey will complete this year (1986) the readjustment of the North American Datum, a problem which involves over 540 thousand unknowns and over 6.5 million observations (equations). The observation matrix for these least squares computations has a block angular form with 161 diagnonal blocks, each containing 3 to 4 thousand unknowns. In this paper parallel schemes are suggested for the orthogonal factorization of matrices in block angular form and for the associated backsubstitution phase of the least squares computations. In addition, a parallel scheme for the calculation of certain elements of the covariance matrix for such problems is described. It is shown that these algorithms are ideally suited for multiprocessors with three levels of parallelism such as the Cedar system at the University of Illinois. 20 refs., 7 figs.
- Research Organization:
- Stanford Univ., CA (USA). Dept. of Computer Science; North Carolina State Univ., Raleigh (USA); Illinois Univ., Urbana (USA). Center for Supercomputing Research and Development
- DOE Contract Number:
- FG02-85ER25001
- OSTI ID:
- 7008093
- Report Number(s):
- DOE/ER/25001-21; CSRD-574; ON: DE87002117
- Resource Relation:
- Other Information: Portions of this document are illegible in microfiche products
- Country of Publication:
- United States
- Language:
- English
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