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An Efficient Computation of Matrix Triple Products

  • Journal of The Korea Society of Computer and Information
  • Abbr : JKSCI
  • 2006, 11(3), pp.141-150
  • Publisher : The Korean Society Of Computer And Information
  • Research Area : Engineering > Computer Science

Eun-Jin Im 1

1국민대학교

Candidate

ABSTRACT

In this paper, we introduce an improved algorithm for computing matrix triple product that commonly arises in primal-dual optimization method. In computing P = AHAt, we devise a single pass algorithm that exploits the block diagonal structure of the matrix H. This one-phase scheme requires fewer floating point operations and roughly half the memory of the generic two-phase algorithm, where the product is computed in two steps, computing first Q=HAt and then P=AQ. The one-phase scheme achieved speed-up of 2.04 on Intel Itanium II platform over the two-phase scheme. Based on memory latency and modeled cache miss rates, the performance improvement was evaluated through performance modeling. Our research has impact on performance tuning study of complex sparse matrix operations, while most of the previous work focused on performance tuning of basic operations.

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