Fine-grain task-parallel algorithms for matrix factorizations and inversion on many-threaded CPUs

Abstract

[EN] We extend a two-level task partitioning previously applied to the inversion of dense matrices via Gauss-Jordan elimination to the more challenging QR factorization as well as the initial orthogonal reduction to band form found in the singular value decomposition. Our new task-parallel algorithms leverage the tasking mechanism currently available in OpenMP to exploit "nested" task parallelism, with a first outer level that operates on matrix panels and a second inner level that processes the matrix either by mu$$ \mu $$-panels or by tiles, in order to expose a large number of independent tasks. We present a detailed performance analysis, including execution traces, which shows that the two-level refinement into fine grain tasks allows for an improved load balancing and delivers high performance on current general-purpose many-core processors (CPUs) from Intel and AMD.