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A Data-Parallel Algorithm to Reliably Solve Systems of Nonlinear Equations

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2 Author(s)
Frédéric Goualard ; LINA, Univ. de Nantes, Nantes ; Alexandre Goldsztejn

Numerical methods based on interval arithmetic are efficient means to reliably solve nonlinear systems of equations. Algorithm bc3revise is an interval method that tightens variables' domains by enforcing a property called box consistency. It has been successfully used on difficult problems whose solving eluded traditional numerical methods.We present a new algorithm to enforce box consistency that is simpler than bc3revise, faster, and easily data parallelizable. A parallel implementation with Intel SSE2 SIMD instructions shows that an increase in performance of up to an order of magnitude and more is achievable.

Published in:

2008 Ninth International Conference on Parallel and Distributed Computing, Applications and Technologies

Date of Conference:

1-4 Dec. 2008