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- research-articleNovember 2015
A parallel ensemble Kalman filter implementation based on modified Cholesky decomposition
ScalA '15: Proceedings of the 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale SystemsArticle No.: 4, Pages 1–8https://doi.org/10.1145/2832080.2832084This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a sparse estimation ...
- research-articleNovember 2015
A scalable randomized least squares solver for dense overdetermined systems
ScalA '15: Proceedings of the 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale SystemsArticle No.: 3, Pages 1–8https://doi.org/10.1145/2832080.2832083We present a fast randomized least-squares solver for distributed-memory platforms. Our solver is based on the Blendenpik algorithm, but employs a batchwise randomized unitary transformation scheme. The batchwise transformation enables our algorithm to ...