Repeatable Hybrid Parallel Implementation of an Inverse Matrix Computation Using the SMW Formula for a Time-Series Simulation

Abstract

In this paper, the repeatable hybrid parallel implementation of inverse matrix computation using SMW formula is proposed. The authors' had previously proposed a hybrid parallel algorithm for inverse matrix computation. It is reasonably fast for a one time computation of an inverse matrix, but it is hard to apply this algorithm repeatedly for consecutive computations since the relocation of the large matrix is required at the beginning of each iterations. In order to eliminate the relocation of the large input matrix which is the output of the inverse matrix computation from the previous time step, the computation algorithm has been redesigned so that the required portion of the input matrix becomes the same as the output portion of the previously computed matrix in each node. This makes it possible to repeatedly and efficiently apply the SMW formula to compute inverse matrix in a time-series simulation.