Computing the smallest eigenvalue of large ill-conditioned Hankel matrices

DOI10.4208/CICP.260514.231214AMaRDI QIDQ5372382zbMATH OpenOpenAlexFDO

Authors Niall Emmart, Yang Chen, Charles C. Weems

Publication date 27 October 2017

Published in Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.0852

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Abstract: This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used approaches that are designed for high efficiency are actually less efficient than a direct approach under these conditions. We then develop a parallel implementation of the algorithm that takes into account the unusually high cost of individual arithmetic operations. Our approach combines message passing and shared memory, achieving near-perfect scalability and high tolerance for network latency. We are thus able to find solutions for much larger matrices than has been previously possible, with the potential for extending this work to systems with greater levels of parallelism.

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Cited in

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• Smallest eigenvalue of large Hankel matrices at critical point: comparing conjecture with parallelised computation
• The smallest eigenvalue of large Hankel matrices
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• The smallest eigenvalue of large Hankel matrices generated by a singularly perturbed Laguerre weight
• The smallest eigenvalue of large Hankel matrices associated with a singularly perturbed Gaussian weight
• Computation of Smallest Eigenvalues using Spectral Schur Complements
• The smallest eigenvalue of the Hankel matrices associated with a perturbed Jacobi weight
• The smallest eigenvalue of large Hankel matrices associated with a semiclassical Laguerre weight
• The smallest eigenvalue of large Hankel matrices associated with a deformed Gaussian weight

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