
05129154
j
05129154
Stpiczy\'nski, Przemys{\l}aw
Evaluating recursive filters on distributed memory parallel computers.
Commun. Numer. Methods Eng. 22, No. 11, 10871095 (2006).
2006
John Wiley \& Sons, Chichester
EN
recursive filters
linear recurrences
BLAS
BSP model
mpi
doi:10.1002/cnm.867
Summary: The aim of this paper is to show that the recently developed high performance divide and conquer algorithm for solving linear recurrence systems with constant coefficients together with the new BLASbased algorithm for narrowbanded triangular Toeplitz matrixvector multiplication, allow to evaluate linear recursive filters efficiently on distributed memory parallel computers. We apply the BSP model of parallel computing to predict the behaviour of the algorithm and to find the optimal values of the method's parameters. The results of experiments performed on a cluster of twelve dualprocessor Itanium 2 computers and Cray X1 are also presented and discussed. The algorithm allows to utilize up to 30\% of the peak performance of 24 Itanium processors, while a simple scalar algorithm can only utilize about 4\% of the peak performance of a single processor.