PARALLEL SOLUTION OF SYMMETRIC POSITIVE DEFINITE TOEPLITZ SYSTEMS

Abstract

Initially, parallel algorithms were designed by parallelising the existing sequential algorithms for frequently occurring problems on available parallel architectures. More recently, parallel strategies have been identified and utilised resulting in many new parallel algorithms. However, the analysis of such techniques reveals that further strategies can be applied to increase the parallelism. One of these strategies, i.e., increasing the computational work in each processing node, can reduce the memory accesses and hence congestion in a shared memory multiprocessor system. Similarly, when network message passing is minimised in a distributed memory processor system, dramatic improvements in the performance of the algorithm ensue. A frequently occurring computational problem in digital signal processing (DSP) is the solution of symmetric positive definite Toeplilz linear systems. The Levinson algorithm for solving such linear equations is where the Toeplitz matrix property is utilised in the elimination process of each element to advantage. However, it can be shown that in the Parallel Implicit Elimination (PIE) method where more than one element is eliminated simultaneously, the Toeplitz structure can again be utilised to advantage. This relatively simple strategy yields a reduction in accesses to shared memory or network message passing, resulting in a significant improvement in the performance of the algorithm [2],