[Scalapack] What is best way to parallelize Cholesky for Windows XP with
Date: Wed, 15 Mar 2006 11:44:15 -0500
I have fortran code that fits kriging response surfaces. The most
time-consuming steps are the Cholesky factorization and later determination
of the inverse for square positive definite symmetric matrixes with n =
100-6000 (using DPOTRF and DPOTRI). My users have powerful Windows XP
machines with lots of memory and 4 processors. Note that this is not a
cluster, it is a single machine (box) with 4 processors. I currently use
the Compaq Visual Fortran compiler, and I have access to the Intel Fortran
Do you have any experience and can you give any guidance on how to get
faster DPOTRF performance in such a hardware environment? What compiler
would I have to use? Is PLAPACK perhaps better for this environment? Do
you know any gurus on parallel linear algebra under Windows?
I also use the GOTO Blas code for the Pentium. This speeds things up by a
factor of 2 or so. I would not want to lose this advantage.
Finally, if I were to put together a server enviroment that would do the
computations for Windows clients, what would be the optimal
hardware/software setup for my problem? Would it be a LINUX cluster? We
have a high performance computing center that has HP Unix workstations with
up to 32 processors. Would that be a good hardware setup?
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