Accelerating computation of eigenvectors in the nonsymmetric eigenvalue problem

نویسندگان

  • Mark Gates
  • Azzam Haidar
  • Jack Dongarra
چکیده

In the nonsymmetric eigenvalue problem, work has focused on the Hessenberg reduction and QR iteration, using efficient algorithms and fast, Level 3 BLAS routines. Comparatively, computation of eigenvectors performs poorly, limited to slow, Level 2 BLAS performance with little speedup on multi-core systems. It has thus become a dominant cost in the eigenvalue problem. To address this, we present improvements for the eigenvector computation to use Level 3 BLAS where applicable and parallelize the remaining triangular solves, achieving good parallel scaling and accelerating the overall eigenvalue problem more than three-fold.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Accelerating Computation of Eigenvectors in the Dense Nonsymmetric Eigenvalue Problem

In the dense nonsymmetric eigenvalue problem, work has focused on the Hessenberg reduction and QR iteration, using efficient algorithms and fast, Level 3 BLAS. Comparatively, computation of eigenvectors performs poorly, limited to slow, Level 2 BLAS performance with little speedup on multi-core systems. It has thus become a dominant cost in the solution of the eigenvalue problem. To address thi...

متن کامل

Lecture 14: Eigenvalue Computations

This lecture discusses a few numerical methods for the computation of eigenvalues and eigenvectors of matrices. Most of this lecture will focus on the computation of a few eigenvalues of a large symmetric matrix, but some nonsymmetric matrices also will be considered, including the Google matrix. The QRalgorithm for both symmetric and nonsymmetric matrices of small to modest size will be discus...

متن کامل

Restarting the Nonsymmetric Lanczos Algorithm

A restarted nonsymmetric Lanczos algorithm is given for computing eigenvalus and both right and left eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Restarting also makes it possible to deal with roundoff error in new ways. We give a scheme for avoiding near-breakdown and discuss maintaining biorthogonality. A system of linear equations can be solved s...

متن کامل

A Nonsymmetric State-Variable Decomposition for Modal Analysis1

A modal decomposition strategy based on state-variable ensembles is formulated. A nonsymmetric, generalized eigenvalue problem is constructed. The data-based eigenvalue problem is related to the generalized eigenvalue problem associated with free-vibration solutions of the state-variable formulation of linear multi-degree-of-freedom systems. For linear free-response data, the inverse-transpose ...

متن کامل

Trading off Parallelism and Numerical Stability

[80] K. Veseli c. A quadratically convergent Jacobi-like method for real matrices with complex conjugate eigenvalues. [82] D. Watkins and L. Elsner. Convergence of algorithms of decomposition type for the eigenvalue problem. [83] Zhonggang Zeng. Homotopy-determinant algorithm for solving matrix eigenvalue problems and its parallelizations. [69] G. Shro. A parallel algorithm for the eigenvalues ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014