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Questions about algorithms or programs that compute on multiple processing units simultaneously. Not to be confused with concurrent or distributed computing!

4
votes
The main point of Krylov-Newton is that it does not require computing and storing the whole Jacobian matrix. It only requires the ability to apply the matrix to a vector. The stardard approach is to …
answered Jun 23 '15 by Nick Alger
5
votes
If you are willing to replace the induced $2$-norm with the Frobenius norm, then you can solve the problem column-by-column instead of all at once. In a lot of practical situations I would expect th …
answered Mar 5 '14 by Nick Alger