A Fully Parallel Algorithm for the Symmetric Eigenvalue Problem
In this paper we present a parallel algorithm for the symmetric algebraic eigenvalue problem. The algorithm is based upon a divide and conquer scheme suggested by Cuppen for computing the eigensystem of a symmetric tridiagonal matrix. We extend this idea to obtain a parallel algorithm that retains a...
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| Vydané v: | SIAM journal on scientific and statistical computing Ročník 8; číslo 2; s. s139 - s154 |
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| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
Philadelphia, PA
Society for Industrial and Applied Mathematics
01.03.1987
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| ISSN: | 0196-5204, 1064-8275, 2168-3417, 1095-7197 |
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| Abstract | In this paper we present a parallel algorithm for the symmetric algebraic eigenvalue problem. The algorithm is based upon a divide and conquer scheme suggested by Cuppen for computing the eigensystem of a symmetric tridiagonal matrix. We extend this idea to obtain a parallel algorithm that retains a number of active parallel processes that is greater than or equal to the initial number throughout the course of the computation. We give a new deflation technique which together with a robust root finding technique will assure computation of an eigensystem to full accuracy in the residuals and in the orthogonality of eigenvectors. A brief analysis of the numerical properties and sensitivity to round off error is presented to indicate where numerical difficulties may occur. The algorithm is able to exploit parallelism at all levels of the computation and is well suited to a variety of architectures. Computational results are presented for several machines. These results are very encouraging with respect to both accuracy and speedup. A surprising result is that the parallel algorithm, even when run in serial mode, can be significantly faster than the previously best sequential algorithm on large problems, and is effective on moderate size problems when run in serial mode. |
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| AbstractList | In this paper we present a parallel algorithm for the symmetric algebraic eigenvalue problem. The algorithm is based upon a divide and conquer scheme suggested by Cuppen for computing the eigensystem of a symmetric tridiagonal matrix. We extend this idea to obtain a parallel algorithm that retains a number of active parallel processes that is greater than or equal to the initial number throughout the course of the computation. We give a new deflation technique which together with a robust root finding technique will assure computation of an eigensystem to full accuracy in the residuals and in the orthogonality of eigenvectors. A brief analysis of the numerical properties and sensitivity to round off error is presented to indicate where numerical difficulties may occur. The algorithm is able to exploit parallelism at all levels of the computation and is well suited to a variety of architectures. Computational results are presented for several machines. These results are very encouraging with respect to both accuracy and speedup. A surprising result is that the parallel algorithm, even when run in serial mode, can be significantly faster than the previously best sequential algorithm on large problems, and is effective on moderate size problems when run in serial mode. |
| Author | Sorensen, D. C. Dongarra, J. J. |
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| Cites_doi | 10.1007/3-540-07546-1 10.1007/BF01396012 10.1007/BF02169154 10.1007/BF02162161 10.1007/BF01396757 10.1109/MC.1984.1659186 10.1137/1015032 10.1007/BFb0067700 |
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| Copyright | 1987 INIST-CNRS [Copyright] © 1987 Society for Industrial and Applied Mathematics |
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| SubjectTerms | Algorithms Computational mathematics Eigenvalues Eigenvectors Exact sciences and technology Mathematics Matrix Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Sciences and techniques of general use |
| Title | A Fully Parallel Algorithm for the Symmetric Eigenvalue Problem |
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