This chapter presents an efficient computation for least squares conditioning or estimates of it. We propose performance results using new routines on top of the multicore-GPU library MAGMA. This set of routines is based on an efficient computation of the variance–covariance matrix for which, to our knowledge, there is no implementation in current public domain libraries LAPACK and ScaLAPACK.
CITATION STYLE
Baboulin, M., Dongarra, J., & Lacroix, R. (2015). Computing least squares condition numbers on hybrid multicore/GPU systems. In Springer Proceedings in Mathematics and Statistics (Vol. 117, pp. 35–41). Springer New York LLC. https://doi.org/10.1007/978-3-319-12307-3_6
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