Computing least squares condition numbers on hybrid multicore/GPU systems
Résumé
This paper presents an efficient computation for least squares conditioning or estimates of it. We propose performance results using new routines on top of the multicore-GPU library MAGMA. This set of routines is based on an efficient computation of the variance-covariance matrix for which, to our knowledge, there is no implementation in current public domain libraries LAPACK and ScaLAPACK.
Origine : Fichiers produits par l'(les) auteur(s)
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