A Strassen-Newton algorithm for high-speed parallelizable matrix inversion

Abstract

Techniques are described for computing matrix inverses by algorithms that are highly suited to massively parallel computation. The techniques are based on an algorithm suggested by Strassen (1969). Variations of this scheme use matrix Newton iterations and other methods to improve the numerical stability while at the same time preserving a very high level of parallelism. One-processor Cray-2 implementations of these schemes range from one that is up to 55 percent faster than a conventional library routine to one that is slower than a library routine but achieves excellent numerical stability. The problem of computing the solution to a single set of linear equations is discussed, and it is shown that this problem can also be solved efficiently using these techniques.