Parallel bidiagonalization of a dense matrix

A new stable method for the reduction of rectangular dense matrices to bidiagonal form has been proposed recently. This is a one-sided method since it can be entirely expressed in terms of operations with (full) columns of the matrix under transformation. The algorithm is well suited to parallel computing and, in order to make it even more attractive for distributed memory systems, we introduce a modification which halves the number of communication instances. In this paper we present such a modification. A block organization of the algorithm to use level~3 BLAS routines seems difficult and, at least for the moment, it relies upon level~2 BLAS routines. Nevertheless, we found that our sequential code is competitive with the LAPACK DGEBRD routine. We also compare the time taken by our parallel codes and the ScaLAPACK PDGEBRD routine. We investigated the best data distribution schemes for the different codes and we can state that our parallel codes are also competitive with the ScaLAPACK routine.Fundação para a Ciência e a Tecnologia (FCT) - programa POCI 2010