Using parallel banded linear system solvers in generalized eigenvalue problems
type: Item
instance of: scholarly article
title: Using parallel banded linear system solvers in generalized eigenvalue problems
zbMATH Open document ID: 0806.65035
DOI: 10.1016/0167-8191(94)90070-1
author: Hong Zhang
author: William F. Moss
published in: Parallel Computing
publication date: 1994-09-25T00:00:00Z
full work available at URL: http://hdl.handle.net/2060/19940017111
review text: This paper discusses a method of subspace iteration for the positive definite banded symmetric generalized eigenproblem. The authors begin by extending two parallel tridiagonal solvers, the parallel partition LU (PPT) and parallel diagonally dominant (PDD) algorithms, to banded systems. The PPT algorithm performs well for narrow bands with a small number of processors while the PDD algorithm is more efficient if the off-diagonal blocks are small. Each requires solution of a reduced linear system, causing a computational and communication bottleneck. The main algorithm described is a parallel subspace iteration for finding the \(q\) \((\ll n)\) smallest eigenvalues of the symmetric eigenproblem \(Ax= \lambda Bx\), with \(B\) positive definite. Assuming the matrix pencil \((A,B)\) is positive definite (it can be made so if necessary using a shift \(s\)) the basic subspace algorithm first selects a starting subspace of dimension \(>q\) and then uses the Rayleigh-Ritz procedure to extract \(q\) eigenvalue and vector approximations. The authors' parallel version of this is then given. The algorithm incorporates the shift \(s\) to decompose the banded system into relatively independent subsystems and a detailed optimal shift selection strategy is described. The paper concludes with numerical examples of execution times of the parallel subspace iterations for a range of examples and number of processors.
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 65F50
zbMATH DE Number: 641409
zbMATH Keywords: distributed memory
zbMATH Keywords: multiprocessor
zbMATH Keywords: parallel computation
zbMATH Keywords: partition LU algorithm
zbMATH Keywords: diagonally dominant algorithm
zbMATH Keywords: method of subspace iteration
zbMATH Keywords: generalized eigenproblem
zbMATH Keywords: eigenvalues
zbMATH Keywords: banded system
zbMATH Keywords: optimal shift selection strategy
zbMATH Keywords: numerical examples
reviewed by: Adrian Swift
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1967660849
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description: scientific article; zbMATH DE number 641409