Evaluating linear recursive filters on clusters of workstations

The aim of this paper is to show that the recently developed high performance algorithm for solving linear recurrence systems with constant coefficients together with the new BLAS-based algorithm for narrow-banded triangular Toeplitz matrix-vector multiplication allow to evaluate linear recursive filters efficiently, even on clusters of workstations. The results of experiments performed on a cluster of twelve Linux workstations are also presented. The performance of the algorithm is comparable with the performance of two processors of Cray SV-1 for such kind of recursive problems.