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Computing least squares condition numbers on hybrid multicore/GPU systems

Abstract : We present 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.
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https://hal.inria.fr/hal-01204804
Contributor : Marc Baboulin <>
Submitted on : Thursday, September 24, 2015 - 3:37:50 PM
Last modification on : Thursday, July 8, 2021 - 3:46:46 AM

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Marc Baboulin, Jack Dongarra, Rémi Lacroix. Computing least squares condition numbers on hybrid multicore/GPU systems. Interdisciplinary Topics in Applied Mathematics, Modeling and Computational Science, 117, Springer International Publishing, 2015, 978-3-319-12306-6. ⟨10.1007/978-3-319-12307-3_6⟩. ⟨hal-01204804⟩

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