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Дата изменения: Tue Aug 4 12:18:18 2015
Дата индексирования: Sun Apr 10 02:54:52 2016
Кодировка: IBM-866
яЁѓ A parallel implementation of the matrix cross approximation method  
"A parallel implementation of the matrix cross approximation method"
Zheltkov D.A. and Tyrtyshnikov E.E.

The matrix cross approximation method is a fast method based on low-rank matrix approximations with complexity O((m+n)r2) arithmetic operations. Its main feature consists in the following: if a matrix is not given as an array but is given as a function of two integer arguments, then this method allows one to compute the low-rank approximation of the given matrix by evaluating only O((m+n)r) values of this function. However, if the matrix is extremely large or the evaluation of its elements is computationally expensive, then such an approximation becomes timeconsuming. For such cases, the performance of the method can be improved via parallelization. In this paper we propose an efficient parallel algorithm for the case of an equal computational cost for the evaluation of each matrix element.

Keywords: low-rank matrix approximations, matrix cross approximation method, parallel algorithms.

  • Zheltkov D.A. тАУ Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics; Leninskie Gory, Moscow, 119992, Russia; Graduate Student, e-mail: dmitry.zheltkov@gmail.com
  • Tyrtyshnikov E.E. тАУ Institute of Numerical Mathematics, Russian Academy of Sciences; ulitsa Gubkina 8, Moscow, 119333, Russia; Dr. Sci., Professor, Corresponding Member of Russian Academy of Sciences, Director, e-mail: eugene.tyrtyshnikov@gmail.com