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This should help kickstart the HPL implementation.
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Viral Shah
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Jun 3, 2011
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# Based on "Multi-Threading and One-Sided Communication in Parallel LU Factorization" | ||
# Parry Husbands, Katherine Yelick, | ||
# http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.138.4361&rank=7 | ||
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function hpl (A::Matrix, b::Vector, blocksize::Number) | ||
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global A; | ||
n = length(A); | ||
A = [A b]; | ||
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B_rows = 0:blocksize:n; | ||
B_rows(end) = n; | ||
B_cols = [B_rows n+1]; | ||
nB = length(B_rows); | ||
depend = cell(nB, nB); | ||
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# Add a ghost row of dependencies to boostrap the computation | ||
for j=1:nB | ||
depend{1,j} = true; | ||
end | ||
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for i=1:(nB-1) | ||
# Threads for panel factorizations | ||
I = (B_rows[i]+1):B_rows[i+1]; | ||
[depend{i+1,i}, panel_p] = spawn(panel_factor, I, depend{i,i}); | ||
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# Threads for trailing updates | ||
for j=(i+1):nB | ||
J = (B_cols[j]+1):B_cols[j+1]; | ||
depend{i+1,j} = spawn(trailing_update, I, J, panel_p, depend{i+1,i},depend{i,j}); | ||
end | ||
end | ||
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# Completion of the last diagonal block signals termination | ||
wait(depend{nB, nB}); | ||
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# Solve the triangular system | ||
x = triu(A[1:n,1:n]) \ A[:,n+1]; | ||
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return x | ||
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end # hpl() | ||
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### Panel factorization ### | ||
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function panel_factor(I, col_dep) | ||
# Panel factorization | ||
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global A | ||
n = size (A, 1); | ||
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# Enforce dependencies | ||
wait(col_dep); | ||
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# Factorize a panel | ||
K = I[1]:n; | ||
[A[K,I], panel_p] = lu(A[K,I],'vector','economy'); | ||
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# Panel permutation | ||
panel_p = K(panel_p); | ||
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done = true; | ||
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return (done, panel_p) | ||
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end # panel_factor() | ||
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### Trailing update ### | ||
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function trailing_update(I, J, panel_p, row_dep, col_dep) | ||
# Trailing submatrix update | ||
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global A | ||
n = size (A, 1); | ||
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# Enforce dependencies | ||
wait(row_dep, col_dep); | ||
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# Apply permutation from pivoting | ||
K = (I[end]+1):n; | ||
A(I[1]:n, J) = A(panel_p, J); | ||
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# Compute blocks of U | ||
L = tril(A[I,I],-1) + eye(length(I)); | ||
A[I, J] = L \ A[I, J]; | ||
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# Trailing submatrix update | ||
if !isempty(K) | ||
A[K,J] = A[K,J] - A[K,I]*A[I,J]; | ||
end | ||
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done = true; | ||
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return done | ||
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end # trailing_update() |