TY - GEN
T1 - A scalable randomized least squares solver for dense overdetermined systems
AU - Iyer, Chander
AU - Avron, Haim
AU - Kollias, Georgios
AU - Ineichen, Yves
AU - Carothers, Christopher
AU - Drineas, Petros
N1 - Publisher Copyright: © 2015 ACM.
PY - 2015/11/15
Y1 - 2015/11/15
N2 - We present a fast randomized least-squares solver for distributedmemory platforms. Our solver is based on the Blendenpik algorithm, but employs a batchwise randomized unitary transformation scheme. The batchwise transformation enables our algorithm to scale the distributed memory vanilla implementation of Blendenpik by up to×3 and provides up to×7.5 speedup over a state-of-the-art scalable least-squares solver based on the classic QR based algorithm. Experimental evaluations on terabyte scale matrices demonstrate excellent speedups on up to 16384 cores on a Blue Gene/Q supercomputer.
AB - We present a fast randomized least-squares solver for distributedmemory platforms. Our solver is based on the Blendenpik algorithm, but employs a batchwise randomized unitary transformation scheme. The batchwise transformation enables our algorithm to scale the distributed memory vanilla implementation of Blendenpik by up to×3 and provides up to×7.5 speedup over a state-of-the-art scalable least-squares solver based on the classic QR based algorithm. Experimental evaluations on terabyte scale matrices demonstrate excellent speedups on up to 16384 cores on a Blue Gene/Q supercomputer.
KW - Dense least squares regression
KW - High-performance computing
KW - Randomized numerical linear algebra
UR - http://www.scopus.com/inward/record.url?scp=84968542438&partnerID=8YFLogxK
U2 - https://doi.org/10.1145/2832080.2832083
DO - https://doi.org/10.1145/2832080.2832083
M3 - منشور من مؤتمر
T3 - Proceedings of ScalA 2015: 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems - Held in conjunction with SC 2015: The International Conference for High Performance Computing, Networking, Storage and Analysis
BT - Proceedings of ScalA 2015
T2 - 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems, ScalA 2015
Y2 - 15 November 2015 through 20 November 2015
ER -