A class of Lanczos-like algorithms implemented on parallel computers

DOI10.1016/S0167-8191(05)80065-1MaRDI QIDQ1179222zbMATH OpenFDO

Authors S. Singh

Publication date 26 June 1992

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-8191(05)80065-1

zbMATH Keywords

CRAY-2extreme eigenvalueshypercube computerLanczos algorithmnumerical examplesparallel implementationperformances-step methodsparse matrixsymmetric matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

Review text

At first the standard Lanczos algorithm for computing extreme eigenvalues of symmetric matrices and then its parallel implementation (without reorthogonalization) on a hypercube computer and a CRAY-2 are discussed. The inner products in the standard algorithm cannot be performed in parallel. The Lanczos algorithm is reconstructed to gain better performance. Finally an s-step method is developed which is a new version of the Lanczos method. Some numerical examples are given.

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