CRPC-TR97767						January 1997

Title: The Design and Implementation of the Parallel Out-of-core ScaLAPACK 
LU, QR and Cholesky Factorization Routines

Author: E.F. D'Azevedo and J.J. Dongarra

Submitted August 1998; Available as LAPACK Working Note 118 and UTK
Technical Report CS-97-347

Abstract:
This paper describes the design and implementation of three core 
factorization routines - LU, QR and Cholesky - included in the 
out-of-core extension of ScaLAPACK. These routines allow the 
factorization and solution of a dense system that is too large to fit 
entirely in physical memory. An image of the full matrix is maintained on 
disk and the factorization routines transfer sub-matrices intoemory. The 
'left-looking' column-oriented variant of the factorization algorithm is 
implemented to reduce the disk I/O traffic. The routines are implemented 
using a portable I/O interface and utilize high performance ScaLAPACK 
factorization routines as in-core computational kernels.

We present the details of the implementation for the out-of-core 
ScaLAPACK factorization routines, as well as performance and scalability 
results on the Intel Paragon.

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E.F. D'Azevedo				J.J. Dongarra
dazevedoef@ornl.gov			dongarra@cs.utk.edu
Mathematical Sciences Section		Department of Computer Science
Oak Ridge National Laboratory		University of Tennessee at Knoxville