Parallel Algorithm for Solving Overdetermined Systems of Linear Equations, Taking into Account Round-Off Errors

Abstract

The paper proposes a parallel algorithm for solving large overdetermined systems of linear algebraic equations with a dense matrix. This algorithm is based on the use of a modification of the conjugate gradient method, which is able to take into account rounding errors accumulated during calculations when making a decision to terminate the iterative process. The parallel algorithm is constructed in such a way that it takes into account the capabilities of the message passing interface (MPI) parallel programming technology, which is used for the software implementation of the proposed algorithm. The programming examples are shown using the Python programming language and the mpi4py package, but all programs are built in such a way that they can be easily rewritten using the C/C++/Fortran programming languages. The advantage of using the modern MPI-4.0 standard is demonstrated.

Keywords

• parallel algorithm
• conjugate gradient method
• rounding error
• MPI
• MPI-4