AN EFFICIENT PARALLEL ALGORITHM FOR MATRIX-VECTOR MULTIPLICATION

The multiplication of a vector by a matrix is the kernel operation in many algorithms used in scientific computation. A fast and efficient parallel algorithm for this calculation is therefore desirable. This paper describes a parallel matrix-vector multiplication algorithm which is particularly well suited to dense matrices or matrices with an irregular sparsity pattern. Such matrices can arise from discretizing partial differential equations on irregular grids or from problems exhibiting nearly random connectivity between data structures. The communication cost of the algorithm is independent of the matrix sparsity pattern and is shown to scale as for an n×n matrix on p processors. The algorithm’s performance is demonstrated by using it within the well known NAS conjugate gradient benchmark. This resulted in the fastest run times achieved to date on both the 1024 node nCUBE 2 and the 128 node Intel iPSC/860. Additional improvements to the algorithm which are possible when integrating it with the conjugate gradient algorithm are also discussed.