Poalo Bientinesi, Margaret Myers and Robert van de Geijn
The University of Texas at Austin, USA
Enrique Quintana-Orti
Universidad Jaume I, Spain
Greg Henry
Intel Corp.
John Gunnels and Fred Gustavson
IBM's T.J. Watson Research Center, USA
Abstract:
In this paper, we present a systematic methodology for deriving and implementing linear algebra libraries. It is quite common that an application requires a library of routines for the computation of linear algebra operations that are not (exactly) supported by commonly used libraries like LAPACK. In this situation, the application developer has the option of casting the operation into one supported by an existing library, often at the expense of performance, or implementing a custom library, often requiring considerable effort. Our recent discovery of a methodology based on formal derivation of algorithm allows such a user to quickly derive proven correct algorithms. Furthermore it provides an API that allows the so derived algorithms to be quickly translated into high-performance implementations. Examples of operations frequently encountered in control theory will be used to illustrate the methodology.