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Numerical Algebra development with LAPACK and ScaLAPACK

Numerical Algebra development with LAPACK and ScaLAPACK

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posted Monday, February 19, 2007 2:18 PM by dongarra | 1 Comments

Our work in this area includes LAPACK and ScaLAPACK. As part of this effort,
development of the following algorithms and software continues and below we
provide the current status and future plans for our linear algebra work with
regard to the Windows CCS environment.

• LAPACK

LAPACK provides routines for solving systems of simultaneous linear equations,
least-squares solutions of linear systems of equations, eigenvalue problems,
and singular value problems. LAPACK is used by Matlab, Mathematica, Numeric
Python (NumPy), and a tuned version is provided by the following vendors: AMD,
Apple, Compaq, Cray, Fujitsu, Hewlett-Packard, Hitachi, IBM, Intel, MathWorks,
NAG, NEC, PGI,  SUN, Visual Numerics. Microsoft and most of the Linux distributions
( SUSE, Red Hat, Fedora, Debian, Cygwin, etc.) also provide a tuned version.

Current Status

Work on the current version of LAPACK 3.1.0 was recently completed and it
has been released as well as installed on the CCS. This includes a Windows
Visual Studio implementation with the Intel Fortran Compiler that generates
the Windows library and runs all of our tests.

Future Work

Ongoing efforts continue to increase performance and accuracy while attempting
to extended precision and improve the ease of use.

More information about LAPACK can be found on the website –
http://icl.cs.utk.edu/lapack/

• ScaLAPACK

The ScaLAPACK library is a parallel implementation of LAPACK, scaling on
parallel hardware from 10’s to 100’s to 1000’s of processors. It includes
a subset of LAPACK routines redesigned for distributed memory MIMD parallel
computers. It is currently written in a Single-Program-Multiple-Data style
using explicit message passing for interprocessor communication. It assumes
matrices are laid out in a two-dimensional block cyclic decomposition and
is designed for heterogeneous computing. It is also portable on any
computer that supports MPI or PVM.

Current Status
 Currently, we only have a Cygwin implementation of ScaLAPACK running on the cluster.
 For BLACS and ScaLAPACK, the Windows native Visual Studio efforts are roughly 70% complete.
 However, problems with the Intel C compiler are hindering its completion.

Future Work

 Our future efforts will include targeting new architectures and a new parallel environment.
 We plan a port to the CCS and match the functionalities of the current LAPACK installation.

More information about ScaLAPACK can be found on the website –
http://icl.cs.utk.edu/scalapack/

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