Analysis of Coppersmith's Block Wiedemann Algorithm for the Parallel Solution of Sparse Linear Systems

Erich Kaltofen · Mathematics of Computation · 1995

By using projections by a block of vectors in place of a single vector it is possible to parallelize the outer loop of iterative methods for solving sparse linear systems. We analyze such a scheme proposed by Coppersmith for Wiedemann's coordinate recurrence algorithm, which is based in part on the Krylov subspace approach. We prove that by use of certain randomizations on the input system the parallel speed up is roughly by the number of vectors in the blocks when using as many processors. Our analysis is valid for fields of entries that have sufficiently large cardinality. Our analysis also deals with an arising subproblem of solving a singular block Toeplitz system by use of the theory of Toeplitz-like matrices

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