Skip to main content
Top

2015 | OriginalPaper | Chapter

Accelerating Computation of Eigenvectors in the Dense Nonsymmetric Eigenvalue Problem

Authors : Mark Gates, Azzam Haidar, Jack Dongarra

Published in: High Performance Computing for Computational Science -- VECPAR 2014

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

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 this, we present improvements for the eigenvector computation to use Level 3 BLAS and parallelize the triangular solves, achieving good parallel scaling and accelerating the overall eigenvalue problem more than three-fold.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Bischof, C.: A summary of block schemes for reducing a general matrix to Hessenberg form. Technical report, ANL/MCS-TM-175, Argonne National Lab (1993) Bischof, C.: A summary of block schemes for reducing a general matrix to Hessenberg form. Technical report, ANL/MCS-TM-175, Argonne National Lab (1993)
2.
go back to reference Bischof, C., Van Loan, C.: The WY representation for products of Householder matrices. SIAM J. Sci. Stat. Comput. 8(1), s2–s13 (1987)CrossRef Bischof, C., Van Loan, C.: The WY representation for products of Householder matrices. SIAM J. Sci. Stat. Comput. 8(1), s2–s13 (1987)CrossRef
3.
go back to reference Braman, K., Byers, R., Mathias, R.: The multishift QR algorithm. part I: maintaining well-focused shifts and level 3 performance. SIAM J. Matrix Anal. Appl. 23(4), 929–947 (2002)CrossRefMATHMathSciNet Braman, K., Byers, R., Mathias, R.: The multishift QR algorithm. part I: maintaining well-focused shifts and level 3 performance. SIAM J. Matrix Anal. Appl. 23(4), 929–947 (2002)CrossRefMATHMathSciNet
4.
go back to reference Braman, K., Byers, R., Mathias, R.: The multishift QR algorithm. part II: aggressive early deflation. SIAM J. Matrix Anal. Appl. 23(4), 948–973 (2002)CrossRefMATHMathSciNet Braman, K., Byers, R., Mathias, R.: The multishift QR algorithm. part II: aggressive early deflation. SIAM J. Matrix Anal. Appl. 23(4), 948–973 (2002)CrossRefMATHMathSciNet
5.
go back to reference Golub, G., Van Loan, C.: Matrix Computations, 3rd edn. Johns Hopkins, Baltimore (1996)MATH Golub, G., Van Loan, C.: Matrix Computations, 3rd edn. Johns Hopkins, Baltimore (1996)MATH
6.
go back to reference Kågström, B., Kressner, D., Shao, M.: On aggressive early deflation in parallel variants of the QR algorithm. In: Jónasson, K. (ed.) PARA 2010, Part I. LNCS, vol. 7133, pp. 1–10. Springer, Heidelberg (2012) CrossRef Kågström, B., Kressner, D., Shao, M.: On aggressive early deflation in parallel variants of the QR algorithm. In: Jónasson, K. (ed.) PARA 2010, Part I. LNCS, vol. 7133, pp. 1–10. Springer, Heidelberg (2012) CrossRef
7.
go back to reference Karlsson, L., Kågström, B.: Parallel two-stage reduction to Hessenberg form using dynamic scheduling on shared-memory architectures. Parallel Comput. 37(12), 771–782 (2011)CrossRefMATH Karlsson, L., Kågström, B.: Parallel two-stage reduction to Hessenberg form using dynamic scheduling on shared-memory architectures. Parallel Comput. 37(12), 771–782 (2011)CrossRefMATH
9.
go back to reference McCalpin, J.D.: Memory bandwidth and machine balance in current high performance computers. In: IEEE Computer Society Technical Committee on Computer Architecture (TCCA) Newsletter, December 1995 McCalpin, J.D.: Memory bandwidth and machine balance in current high performance computers. In: IEEE Computer Society Technical Committee on Computer Architecture (TCCA) Newsletter, December 1995
10.
go back to reference Tomov, S., Nath, R., Dongarra, J.: Accelerating the reduction to upper Hessenberg, tridiagonal, and bidiagonal forms through hybrid GPU-based computing. Parallel Comput. 36(12), 645–654 (2010)CrossRefMATHMathSciNet Tomov, S., Nath, R., Dongarra, J.: Accelerating the reduction to upper Hessenberg, tridiagonal, and bidiagonal forms through hybrid GPU-based computing. Parallel Comput. 36(12), 645–654 (2010)CrossRefMATHMathSciNet
Metadata
Title
Accelerating Computation of Eigenvectors in the Dense Nonsymmetric Eigenvalue Problem
Authors
Mark Gates
Azzam Haidar
Jack Dongarra
Copyright Year
2015
DOI
https://doi.org/10.1007/978-3-319-17353-5_16

Premium Partner