Parallel subspace method for non-Hermitian eigenproblems on the Connection Machine (CM2) (Q1188308)

A parallel implementation of Arnoldi's subspace method on the Connection Machine is presented. With a 16K-processor CM2, performances of a few hundred Megaflops for a matrix size of several thousands are obtained when computing small number of eigenvalues and eigenvectors. The extrapolated performance on a 64K-processor CM2 indicates that the asymptotic speed will be greater than 1 Gigaflop for very large matrices. Using the subspace method is proposed as a programming methodology for massively-parallel machines in order to obtain a good performance when solving some large linear algebra problems, especially eigenproblems.