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 Published08-2014
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.