Numerical Algorithms, System of Linear Equations

Abstract

This chapter gives an overview on the most important parallel algorithms and their possible implementation, for a wide class of problems which are most naturally expressed as operations on matrices. The approach followed in the chapter is to present, then reformulate the serial algorithm in order to reveal all the possible parallelism of the problem. Wherever it is needed, an assessment/comparison of the resulting parallel algorithms is also given for various architectures and problem partitioning schemes. Matrix problems closely related to digital signal processing (such as FFT) are not covered by the material.