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[Scalapack] What is best way to parallelize Cholesky for Windows XP with


Hello ScaLAPACK!

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
compiler.

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?

Thanks!

Don Jones

Technical Fellow
General Motors Product Development


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