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From Mark B <markb...@gmail.com>
Subject Cholesky Decomposition
Date Mon, 12 Aug 2013 15:33:39 GMT
I would like to pose a question to see if HAMA could be a practical
solution to a problem I am facing.  Any help would be appreciated.

I am interested in the performance of several thousand (2,000 or 3,000)
independent Cholesky decompositions on a large symmetric positive definite
matrix (10,000 x 10,000 up to 20,000 x 20,000).  Processing time is the
most important performance goal (under 5-10 minutes) for all 2,000 or 3,000
decompositions.

Is HAMA a viable solution for achieving this task.  If so, do you have a
ballpark estimate of the size and power of nodes needed to achieve
something like this?  Is this testable on amazon ec2?

I appreciate any help in advance.

Thanks,
Mark Brown

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