Parallel iterative refinement linear least squares solvers based on all-reduce operations

We discuss the conceptual advantages of ARPLS-IR and ARPLS-MPIR over alternative parallel approaches based on QR factorisation or the normal equations. Moreover, we analytically compare the communication cost to an approach based on communication-avoiding QR factorisation. Numerical experiments on a high performance cluster illustrate speed-ups up to 3820 on 2048 cores for ill-conditioned tall and skinny matrices over state-of-the-art solvers from DPLASMA or ScaLAPACK.