Implementation of Out-of-Core Cholesky and QR Factorizations with POOCLAPACK

In this paper parallel implementation of out-of-core Cholesky factorization is used to introduce the Parallel Out-of-Core Linear Algebra Package (POOCLAPACK), a flexible infrastructure for parallel implementation of out-of-core linear algebra operations. POOCLAPACK builds on the Parallel Linear Algebra Package (PLAPACK) for in-core parallel dense linear algebra computation. Despite the extreme simplicity of POOCLAPACK, the out-of-core Cholesky factorization implementation is shown to achieve in excess of 80% of peak performance on a 64 node configuration of the Cray T3E-600. The insights gained from examining the Cholesky factorization have been applied to the much more difficult and important QR factorization operation. Preliminary results for parallel implementation of the resulting OOC QR factorization algorithm are included.

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