Parallel computing with solving linear system of equations

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Diab Abueidda
Diab Abueidda 2019-1-29
评论： Diab Abueidda 2019-2-5
Hi MATLAB community,
I am interested in solving two very large linear systems of equations. I am using two iterative schemes, pcg and bicgstab. Is there a way to solve the two systems in a parallel fashion? I have 24 cores, and I would like to make use of them.
Thanks
Diab
  2 个评论
Walter Roberson
Walter Roberson 2019-1-29
spmd or parfeval() if you have Parallel Computing Toolbox.
But make sure to adjust maxNumCompThreads so that each of the workers can access more than one core.
Diab Abueidda
Diab Abueidda 2019-1-29
编辑：Diab Abueidda 2019-1-29
Thanks Walter for the answer! yes, I have the parallel computing toolbox.
May you sketch the implementation? Let's say that I am interested in solving Ku=f.

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Walter Roberson
Walter Roberson 2019-1-29
parpool(2)
spmd
maxNumCompThreads(12);
if labindex == 1
do first computation
else
do second computation
end
end
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Walter Roberson
Walter Roberson 2019-2-3
The fastest... sometimes that involves reducing own to fewer cores, as adding too many cores can be adding communications overhead without enough performance gain to balance. Start with a smaller array and do some timing to determine how performance changes with the number of cores.
Secondly, especially if you can get away with single precision calculations, then switching to GPU can sometimes give much much better performance. But I would not count on it for sparse arrays.

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