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We present a cache oblivious algorithm for stencil computations, which arise for example in finite-difference methods. Our algorithm applies to arbitrary stencils in n-dimensional spaces. On an "ideal cache" of size Z, our algorithm saves a factor of Θ(Z1/n) cache misses compared to a naive algorithm, and it exploits temporal locality optimally throughout the entire memory hierarchy.
Frigo et al. (Mon,) studied this question.
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