A stability classification method and its application to pipelined solution of linear recurrences

Abstract

A new method of classification for numerical stability of parallel algorithms is proposed based on the theoretical foundation of forward error analysis. It partitions the algorithms according to their asymptotic stability—a measure introduced to relate the limiting behavior of the stability to the size of the problem. Using this method, the stability aspect of the pipelined solution technique for first-order and second-order linear recurrences—the core of a tridiagonal linear equation solver—is studied. In particular, it shows that the pipelined solution method of the first-order linear recurrences has the same degree of stability as the commonly used sequential evaluation algorithms. The stability problems of sequential and pipelined solution methods of the second-order linear recurrences are also studied.