8208

Efficient computation of condition estimates for linear least squares problems

Marc Baboulin, Serge Gratton, Remi Lacroix, Alan Laub
Inria and Universite Paris-Sud, France
LAPACK Working Note 273, 2012
@article{baboulin2012efficient,

   title={Efficient computation of condition estimates for linear least squares problems},

   author={Baboulin, Marc and Gratton, Serge and Lacroix, Remi and Laub, Alan},

   year={2012}

}

Download Download (PDF)   View View   Source Source   

359

views

Linear least squares (LLS) is a classical linear algebra problem in scientific computing, arising for instance in many parameter estimation problems. In addition to computing efficiently LLS solutions, an important issue is to assess the numerical quality of the computed solution. The notion of conditioning provides a theoretical framework that can be used to measure the numerical sensitivity of a problem solution to perturbations in its data. We recall some results for least squares conditioning and we derive a statistical estimate for the conditioning of an LLS solution. We present numerical experiments to compare exact values and statistical estimates. We also 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.
VN:F [1.9.22_1171]
Rating: 0.0/5 (0 votes cast)

* * *

* * *

Like us on Facebook

HGPU group

166 people like HGPU on Facebook

Follow us on Twitter

HGPU group

1272 peoples are following HGPU @twitter

* * *

Free GPU computing nodes at hgpu.org

Registered users can now run their OpenCL application at hgpu.org. We provide 1 minute of computer time per each run on two nodes with two AMD and one nVidia graphics processing units, correspondingly. There are no restrictions on the number of starts.

The platforms are

Node 1
  • GPU device 0: AMD/ATI Radeon HD 5870 2GB, 850MHz
  • GPU device 1: AMD/ATI Radeon HD 6970 2GB, 880MHz
  • CPU: AMD Phenom II X6 @ 2.8GHz 1055T
  • RAM: 12GB
  • OS: OpenSUSE 13.1
  • SDK: AMD APP SDK 2.9
Node 2
  • GPU device 0: AMD/ATI Radeon HD 7970 3GB, 1000MHz
  • GPU device 1: nVidia GeForce GTX 560 Ti 2GB, 822MHz
  • CPU: Intel Core i7-2600 @ 3.4GHz
  • RAM: 16GB
  • OS: OpenSUSE 12.2
  • SDK: nVidia CUDA Toolkit 6.0.1, AMD APP SDK 2.9

Completed OpenCL project should be uploaded via User dashboard (see instructions and example there), compilation and execution terminal output logs will be provided to the user.

The information send to hgpu.org will be treated according to our Privacy Policy

HGPU group © 2010-2014 hgpu.org

All rights belong to the respective authors

Contact us: