Linear algebra software in IBM and CRAY computers

DOI10.1016/0377-0427(89)90303-8MaRDI QIDQ1822892zbMATH OpenOpenAlexFDO

Authors W. Homberg, Juergen-Fr. Hake

Publication date 1989

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(89)90303-8

zbMATH Keywords

Cholesky decompositioneigenvalue problemslarge-order test matriceslinear algebralinear equationsLU-decompositionmathematical softwarematrix multiplicationnumerical methodstest problemsvector computer

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to linear algebra (15-04) Numerical linear algebra (65Fxx) Parallel numerical computation (65Y05)

Review text

This report is concerned with the performance (accuracy and runtimes) of linear algebra software from IMSL (Edition 10) and NAG (Mark 12) and of some other programs. All tests have been run on IBM 3081 (in double precision) and CRAY X-MP/22 (in single precision). The software is related to matrix multiplication, linear systems with symmetric positive definite matrix (algorithms based on the Cholesky decomposition) and with real square matrix (LU-decomposition), complex linear systems, real (symmetric) eigenvalue problems. The report shows that, for the test problems (special attention has been paid to large-order test matrices), the library routines do not differ significantly in the accuracy of the computed results. But differences can be observed for the CPU-time spent to solve some particular problems.

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Cites work

• Basic Linear Algebra Subprograms for Fortran Usage
• Corrigenda: “An Extended Set of FORTRAN Basic Linear Algebra Subprograms”
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• scientific article; zbMATH DE number 3311329 (Why is no real title available?)
• scientific article; zbMATH DE number 3349178 (Why is no real title available?)
• Implementing Linear Algebra Algorithms for Dense Matrices on a Vector Pipeline Machine
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• Matrix eigensystem routines - EISPACK guide. 2nd ed
• Solving Linear Algebraic Equations on an MIMD Computer
• Unrolling loops in fortran

Cited in

(2)

• Linear algebra on high performance computers
• Linear algebra software on a vector computer

Describes a project that uses

Uses Software

• EISPACK
• LINPACK
• nag
• IMSL Numerical Libraries
• ZAMLIB

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