Parallelization of Toeplitz Solvers

We shall describe parallel algorithms for solving Toeplitz and block Toeplitz systems, based on the Levinson type methods implemented in serial in the Toeplitz Package (by Arushanian et al. [1]). A matrix A, with blocks A i , j , has block Toeplitz structure if the blocks satisfy A i , j = A j − i for all i, j such that 0 ≤ i, j ≤ n − 1 and each block is a general matrix. The implementation and performance of these algorithms on MIMD shared memory machines will be discussed. It will be shown that the contribution of the inner product calculations to the time complexity is negligible for typical applications.

[1]  George Cybenko,et al.  The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations , 1980 .

[2]  J. L. Hock,et al.  An exact recursion for the composite nearest‐neighbor degeneracy for a 2×N lattice space , 1984 .

[3]  E. L. Lusk,et al.  Use of monitors in FORTRAN: a tutorial on the barrier, self-scheduling DO-loop, and askfor monitors , 1985 .

[4]  Ivan G. Graham,et al.  Collocation methods for two dimensional weakly singular integral equations , 1981, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[5]  N. Levinson The Wiener (Root Mean Square) Error Criterion in Filter Design and Prediction , 1946 .

[6]  Ivan G. Graham,et al.  Some Application Areas for Fredholm Integral Equations of the Second Kind , 1980 .

[7]  Product Integration for Singular Integrals and Singular Integral Equations , 1979 .

[8]  Shalhav Zohar,et al.  The Solution of a Toeplitz Set of Linear Equations , 1974, JACM.

[9]  Ewing L. Lusk,et al.  Implementation of monitors with macros: a programming aid for the HEP and other parallel processors , 1983 .

[10]  James H. Patterson,et al.  Portable Programs for Parallel Processors , 1987 .

[11]  Elise de Doncker,et al.  Concurrent Management of Priority Queues for Adaptive Algorithms , 1987, PPSC.

[12]  Shalhav Zohar,et al.  Toeplitz Matrix Inversion: The Algorithm of W. F. Trench , 1969, JACM.

[13]  Claus Schneider Product integration for weakly singular integral equations , 1981 .

[14]  Jack Dongarra,et al.  LINPACK Users' Guide , 1987 .

[15]  W. F. Trench An Algorithm for the Inversion of Finite Toeplitz Matrices , 1964 .