Faster numerical algorithms via exception handling
Demmel, J.W.
Xiaoye Li
Comput. Sci. Div., California Univ., Berkeley, CA ;
This paper appears in: Computers, IEEE Transactions on
Publication Date: Aug 1994
Volume: 43,
Issue: 8
On page(s): 983-992
ISSN: 0018-9340
References Cited: 19
CODEN: ITCOB4
INSPEC Accession Number: 4752246
Digital Object Identifier: 10.1109/12.295860
Current Version Published: 2002-08-06
Abstract
An attractive paradigm for building fast numerical algorithms is
the following: 1) try a fast but occasionally unstable algorithm, 2)
test the accuracy of the computed answer, and 3) recompute the answer
slowly and accurately in the unlikely event it is necessary. This is
especially attractive on parallel machines where the fastest algorithms
may be less stable than the best serial algorithms. Since unstable
algorithms can overflow or cause other exceptions, exception handling is
needed to implement this paradigm safely. To implement it efficiently,
exception handling cannot be too slow. We illustrate this paradigm with
numerical linear algebra algorithms from the LAPACK library
Index
Terms
Available to subscribers and IEEE members.
References
Available to subscribers and IEEE members.
Citing Documents
Available to subscribers and IEEE members.
Cart
