Multiple-Rank Updates to Matrix Factorizations Zack 8/30/2013
Outline u Introduction u Multiple-rank Update Theory u Sparse Matrix Factorization by Multiple-rank Update u Symmetric Factorization by Multiple-rank Update u Conclusion
Introduction u Dirext method u Left-looking method u Right-looking method u Computation effort u O(n 3 ) for dense matrix u O(n 1.05-2 ) for sparse matrix
Introduction u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple-rank Update Theory u
Multiple Rank-1s Update
Group Update
Group Update
Multiple-rank Update Theory Methods Flops Comments Left-looking LU O(n 2 ) memory write, bad in parallel Right-looking LU O(n 3 ) memory write, good in parallel QR O(n 3 ) memory write, good in parallel n rank-1 updates O(n 3 ) memory write, good in parallel
Multiple-rank Update Theory u
Sparse Matrix Factorization by Multiple- rank Update u
Sparse Matrix Factorization by Multiple- rank Update u The path of a rank-1 update follow exactly the path of the elimination tree. u Tridiagonal matrix’s elimination tree.
Sparse Matrix Factorization by Multiple- rank Update u Base-camp Theory
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Symmetric Factorization by Multiple- rank Update u
Conclusion u Introduced multiple 1-rank update method u Optimized the method when matrix is sparse. u Optimized the method when matrix is symmetry.
References u Deng L. Multiple-rank Updates to Matrix Factorizations for Nonlinear Analysis and Circuit Design[D]. Stanford University, 2010.
THANK YOU
Recommend
More recommend