Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy

We present a parallel distributed solver that enables us to solve incremental dense least squares arising in some parameter estimation problems. This solver is based on ScaLAPACK [8] and PBLAS [9] kernel routines. In the incremental process, the observations are collected periodically and the solver...

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Main Authors: Arc Baboulin, Luc Giraud, Serge Gratton, Julien Langou
Format: Article
Language:English
Published: SAGE Publishing 2009-03-01
Series:Journal of Algorithms & Computational Technology
Online Access:https://doi.org/10.1260/174830109787186541
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author Arc Baboulin
Luc Giraud
Serge Gratton
Julien Langou
author_facet Arc Baboulin
Luc Giraud
Serge Gratton
Julien Langou
author_sort Arc Baboulin
collection DOAJ
description We present a parallel distributed solver that enables us to solve incremental dense least squares arising in some parameter estimation problems. This solver is based on ScaLAPACK [8] and PBLAS [9] kernel routines. In the incremental process, the observations are collected periodically and the solver updates the solution with new observations using a QR factorization algorithm. It uses a recently defined distributed packed format [3] that handles symmetric or triangular matrices in ScaLAPACK-based implementations. We provide performance analysis on IBM pSeries 690. We also present an example of application in the area of space geodesy for gravity field computations with some experimental results.
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spelling doaj.art-9764b03f87814916baa47500fb4870e32022-12-21T17:49:46ZengSAGE PublishingJournal of Algorithms & Computational Technology1748-30181748-30262009-03-01310.1260/174830109787186541Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space GeodesyArc BaboulinLuc GiraudSerge GrattonJulien LangouWe present a parallel distributed solver that enables us to solve incremental dense least squares arising in some parameter estimation problems. This solver is based on ScaLAPACK [8] and PBLAS [9] kernel routines. In the incremental process, the observations are collected periodically and the solver updates the solution with new observations using a QR factorization algorithm. It uses a recently defined distributed packed format [3] that handles symmetric or triangular matrices in ScaLAPACK-based implementations. We provide performance analysis on IBM pSeries 690. We also present an example of application in the area of space geodesy for gravity field computations with some experimental results.https://doi.org/10.1260/174830109787186541
spellingShingle Arc Baboulin
Luc Giraud
Serge Gratton
Julien Langou
Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
Journal of Algorithms & Computational Technology
title Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
title_full Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
title_fullStr Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
title_full_unstemmed Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
title_short Parallel Tools for Solving Incremental Dense Least Squares Problems: Application to Space Geodesy
title_sort parallel tools for solving incremental dense least squares problems application to space geodesy
url https://doi.org/10.1260/174830109787186541
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