Trading Off Parallelism and Numerical Stability

James W. Demmel

EECS Department
University of California, Berkeley
Technical Report No. UCB/CSD-92-702
September 1992

http://www.eecs.berkeley.edu/Pubs/TechRpts/1992/CSD-92-702.pdf

The fastest parallel algorithm for a problem may be significantly less stable numerically than the fastest serial algorithm. We illustrate this phenomenon by a series of examples drawn from numerical linear algebra. We also show how some of these instabilities may be mitigated by better floating point arithmetic.


BibTeX citation:

@techreport{Demmel:CSD-92-702,
    Author = {Demmel, James W.},
    Title = {Trading Off Parallelism and Numerical Stability},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {1992},
    Month = {Sep},
    URL = {http://www.eecs.berkeley.edu/Pubs/TechRpts/1992/6256.html},
    Number = {UCB/CSD-92-702},
    Abstract = {The fastest parallel algorithm for a problem may be significantly less stable numerically than the fastest serial algorithm. We illustrate this phenomenon by a series of examples drawn from numerical linear algebra. We also show how some of these instabilities may be mitigated by better floating point arithmetic.}
}

EndNote citation:

%0 Report
%A Demmel, James W.
%T Trading Off Parallelism and Numerical Stability
%I EECS Department, University of California, Berkeley
%D 1992
%@ UCB/CSD-92-702
%U http://www.eecs.berkeley.edu/Pubs/TechRpts/1992/6256.html
%F Demmel:CSD-92-702