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Scalable multi-correlative statistics and principal component analysis with Titan

Roe, Diana C.; Bennett, Janine C.

This report summarizes existing statistical engines in VTK/Titan and presents the recently parallelized multi-correlative and principal component analysis engines. It is a sequel to [PT08] which studied the parallel descriptive and correlative engines. The ease of use of these parallel engines is illustrated by the means of C++ code snippets. Furthermore, this report justifies the design of these engines with parallel scalability in mind; then, this theoretical property is verified with test runs that demonstrate optimal parallel speed-up with up to 200 processors.