Numerical Evaluation of Linear Recurrences on High Performance Computers and Clusters of Workstations

The aim of this paper is to show that the recently developed algorithm for solving linear recurrence systems on shared-memory parallel computers can be efficiently implemented on high performance message passing parallel and vector computers and clusters of workstations. We analyze the performance of the algorithm using two well known models: BSP and Hockney-Jesshope. Finally, we present the results of experiments performed of a Cray X1 and cluster of 15 personal computers running under Linux.