Silent Data Corruption Resilient Two-sided Matrix Factorizations

Abstract

This paper presents an algorithm based fault tolerance method to harden three two-sided matrix factorizations against soft errors: reduction to Hessenberg form, tridiagonal form, and bidiagonal form. These two sided factorizations are usually the prerequisites to computing eigenvalues/eigenvectors and singular value decomposition. Algorithm based fault tolerance has been shown to work on three main one-sided matrix factorizations: LU, Cholesky, and QR, but extending it to cover two sided factorizations is non-trivial because there are no obvious \textit{offline, problem} specific maintenance of checksums. We thus develop an \textit{online, algorithm} specific checksum scheme and show how to systematically adapt the two sided factorization algorithms used in LAPACK and ScaLAPACK packages to introduce the algorithm based fault tolerance.