Implementation of A Parallel Algorithm for the Symmetric Positive Definite Systems of Equations on the CRAY-T3E

Technical Report B-17-99
Nov. 30, 1999

Rajeev Wankar
Rainald Ehrig*
Elfriede Fehr

Freie Universität Berlin, Institut für Informatik
*Konrad-Zuse-Zentrum für Informationstechnik (ZIB) Berlin
**School of Computer Science, DAVV Indore, India


A parallel algorithm for the solution of dense Symmetric Positive Definite (SPD) systems of equations Ax = b has been designed for the implementation on the CRAY T3E. One of the numerically stable methods for the solution of this system is proposed by Delosme & Ipsen. In order to implement this algorithm on the CRAY T3E, we require to handle the procedures involved in a slightly different way. These implementation issues are discussed in detail. The actual timings for different communication schemes, on different sets of data values and varying number of processors have been tested and reported.

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