A scalable randomized least squares solver for dense overdetermined systems

Chander Iyer, Haim Avron, Georgios Kollias, Yves Ineichen, Christopher Carothers, Petros Drineas

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

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.

Original languageEnglish
Title of host publicationProceedings of ScalA 2015
Subtitle of host publication6th 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
ISBN (Electronic)9781450340113
DOIs
StatePublished - 15 Nov 2015
Event6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems, ScalA 2015 - Austin, United States
Duration: 15 Nov 201520 Nov 2015

Publication series

NameProceedings 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

Conference

Conference6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems, ScalA 2015
Country/TerritoryUnited States
CityAustin
Period15/11/1520/11/15

Keywords

  • Dense least squares regression
  • High-performance computing
  • Randomized numerical linear algebra

All Science Journal Classification (ASJC) codes

  • Computational Theory and Mathematics
  • Computer Networks and Communications
  • Electrical and Electronic Engineering
  • Computer Science Applications
  • Software

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