Efficient eigenvalue and singular value computations on shared memory machines

DOI10.1016/S0167-8191(99)00021-6MaRDI QIDQ811744zbMATH OpenFDO

Authors N. E. Zubov

Publication date 1999

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-8191(99)00021-6

zbMATH Keywords

blocked algorithmseigenvalueseigenvectorsHessenberg QR iterationparallel computationperformancereduction to condensed formsingular valuessingular vectors

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)

Review text

We describe two techniques for speeding up eigenvalue and singular value computations on shared memory parallel computers. Depending on the information that is required, different steps in the overall process can be made more efficient. If only the eigenvalues or singular values are sought then the reduction to condensed form may be done in two or more steps to make best use of optimized level-3 BLAS. If eigenvectors and/or singular vectors are required, too, then their accumulation can be speeded up by another blocking technique. The efficiency of the blocked algorithms depends heavily on the values of certain control parameters. We also present a very simple performance model that allows selecting these parameters automatically.

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Cited in

(7)

• Reduction to condensed form for the eigenvalue problem on distributed memory architectures
• scientific article; zbMATH DE number 1097561 (Why is no real title available?)
• Exploiting Mixed Precision for Computing Eigenvalues of Symmetric Matrices and Singular Values
• Efficient reduction of banded Hermitian positive definite generalized eigenvalue problems to banded standard eigenvalue problems
• A high performance QDWH-SVD solver using hardware accelerators
• Linear algebra software for large-scale accelerated multicore computing
• CSPlib: a performance portable parallel software toolkit for analyzing complex kinetic mechanisms

Describes a project that uses

Uses Software

• LAPACK
• BLAS

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