Parallel out-of-core cholesky and QR factorizations with POOCLAPACK

Brian C. Gunter, Wesley C. Reiley, Robert A. Geijn · 2005

In this paper the parallel implementation of out-of-core Cholesky factorization is used to introduce the Parallel Outof-Core Linear Algebra Package (POOCLAPACK), a flexible infrastructure for parallel implementation of out-ofcore linear algebra operations. POOCLAPACK builds on the Parallel Linear Algebra Package (PLAPACK) for incore parallel dense linear algebra computation. Despite the extreme simplicity of POOCLAPACK, the out-of-core Cholesky factorization implementation is shown to achieve up to 80% of peak performance on a 64 node configuration of the Cray T3E-600. The insights gained from examining the Cholesky factorization are also applied to the much more difficult and important QR factorization operation. Preliminary results for parallel implementation of the resulting OOC QR factorization algorithm are included.

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