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Title: Parrallel Implementation of Fast Randomized Algorithms for Low Rank Matrix Decomposition

We analyze the parallel performance of randomized interpolative decomposition by de- composing low rank complex-valued Gaussian random matrices larger than 100 GB. We chose a Cray XMT supercomputer as it provides an almost ideal PRAM model permitting quick investigation of parallel algorithms without obfuscation from hardware idiosyncrasies. We obtain that on non-square matrices performance scales almost linearly with runtime about 100 times faster on 128 processors. We also verify that numerically discovered error bounds still hold on matrices two orders of magnitude larger than those previously tested.
Authors:
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Publication Date:
OSTI Identifier:
1214081
Report Number(s):
PNNL-SA-91896
400470000
DOE Contract Number:
AC05-76RL01830
Resource Type:
Journal Article
Resource Relation:
Journal Name: Parallel Processing Letters, 24(1):Article No. 1450004
Research Org:
Pacific Northwest National Laboratory (PNNL), Richland, WA (US)
Sponsoring Org:
USDOE
Country of Publication:
United States
Language:
English