Solving narrow banded systems on ensemble architectures

Abstract

We present concurrent algorithms for the solution of narrow banded systems on ensemble architectures, and analyze the communication and arithmetic complexities of the algorithms. The algorithms consist of three phases. In phase 1, a block tridiagonal system of reduced size is produced through largely local operations. Diagonal dominance is preserved. If the original system is positive, definite, and symmetric, so is the reduced system. It is solved in a second phase, and the remaining variables obtained through local back substitution in a third phase. With a sufficient number of processing elements, there is no first and third phase. We investigate the arithmetic and communicationcomplexity of Gaussian elimination and block cyclic reduction for the solution of the reduced system on boolean cubes, perfect shuffle and shuffle-exchange networks, binary trees, and linear arrays. With an optimum number of processors, the minimum solution time on a linear array is of an order that ranges from O(m 2 √Nm) to O(m 3 + m 3 log 2 ( N/m )) depending on the bandwidth, the dimension of the problem, and the times for communication and arithmetic. For boolean cubes, cube-connected cycles, prefect shuffle and shuffle-exchange networks, and binary trees, the minimum time is O(m 3 +m 3 log 2 (N/m)) including the communication complexity