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Parallel Numerical Linear Algebra
, 1993
"... We survey general techniques and open problems in numerical linear algebra on parallel architectures. We first discuss basic principles of parallel processing, describing the costs of basic operations on parallel machines, including general principles for constructing efficient algorithms. We illust ..."
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Cited by 711 (25 self)
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We survey general techniques and open problems in numerical linear algebra on parallel architectures. We first discuss basic principles of parallel processing, describing the costs of basic operations on parallel machines, including general principles for constructing efficient algorithms. We illustrate these principles using current architectures and software systems, and by showing how one would implement matrix multiplication. Then, we present direct and iterative algorithms for solving linear systems of equations, linear least squares problems, the symmetric eigenvalue problem, the nonsymmetric eigenvalue problem, and the singular value decomposition. We consider dense, band and sparse matrices.
Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators
, 2005
"... Eigenvalues, latent roots, proper values, characteristic values—four synonyms for a set of numbers that provide much useful information about a matrix or operator. A huge amount of research has been directed at the theory of eigenvalues (localization, perturbation, canonical forms,...), at applicat ..."
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Cited by 172 (13 self)
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Eigenvalues, latent roots, proper values, characteristic values—four synonyms for a set of numbers that provide much useful information about a matrix or operator. A huge amount of research has been directed at the theory of eigenvalues (localization, perturbation, canonical forms,...), at applications (ubiquitous), and at numerical computation. I would like to begin with a very selective description of some historical aspects of these topics, before moving on to pseudoeigenvalues, the subject of the book under review. Back in the 1930s, Frazer, Duncan, and Collar of the Aerodynamics Department of the National Physical Laboratory (NPL), England, were developing matrix methods for analyzing flutter (unwanted vibrations) in aircraft. This was the beginning of what became known as matrix structural analysis [9], and led to the authors ’ book Elementary Matrices and Some Applications to Dynamics and Differential Equations, published in 1938 [10], which was “the first to employ matrices as an engineering tool ” [2]. Olga Taussky worked in Frazer’s group at NPL during the Second World War, analyzing 6 × 6 quadratic eigenvalue problems (QEPs)
Design of a Parallel Nonsymmetric Eigenroutine Toolbox, Part I
, 1993
"... The dense nonsymmetric eigenproblem is one of the hardest linear algebra problems to solve effectively on massively parallel machines. Rather than trying to design a "black box" eigenroutine in the spirit of EISPACK or LAPACK, we propose building a toolbox for this problem. The tools ar ..."
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Cited by 67 (13 self)
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The dense nonsymmetric eigenproblem is one of the hardest linear algebra problems to solve effectively on massively parallel machines. Rather than trying to design a "black box" eigenroutine in the spirit of EISPACK or LAPACK, we propose building a toolbox for this problem. The tools are meant to be used in different combinations on different problems and architectures. In this paper, we will describe these tools which include basic block matrix computations, the matrix sign function, 2dimensional bisection, and spectral divide and conquer using the matrix sign function to find selected eigenvalues. We also outline how we deal with illconditioning and potential instability. Numerical examples are included. A future paper will discuss error analysis in detail and extensions to the generalized eigenproblem.
Convergence of Algorithms of Decomposition Type for the Eigenvalue Problem
 Linear Algebra Appl
, 1995
"... We develop the theory of convergence of a generic GR algorithm for the matrix eigenvalue problem that includes the QR, LR, SR, and other algorithms as special cases. Our formulation allows for shifts of origin and multiple GR steps. The convergence theory is based on the idea that the GR algorithm p ..."
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Cited by 59 (16 self)
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We develop the theory of convergence of a generic GR algorithm for the matrix eigenvalue problem that includes the QR, LR, SR, and other algorithms as special cases. Our formulation allows for shifts of origin and multiple GR steps. The convergence theory is based on the idea that the GR algorithm performs nested subspace iteration with a change of coordinate system at each step. Thus the convergence of the GR algorithm depends on the convergence of certain sequences of subspaces. It also depends on the quality of the coordinate transformation matrices, as measured by their condition numbers. We show that with a certain obvious shifting strategy the GR algorithm typically has a quadratic asymptotic convergence rate. For matrices possessing certain special types of structure, cubic convergence can be achieved. Key words. eigenvalue, QR algorithm, GR algorithm, subspace iteration, convergence AMS(MOS) subject classifications. 65F15, 15A18 Running head: Convergence of Eigenvalue Algori...
Stability of block algorithms with fast level3
 BLAS. ACM Transactions on Mathematical Software
, 1992
"... ..."
A Parallel Implementation of the Nonsymmetric QR Algorithm for Distributed Memory Architectures
 SIAM J. SCI. COMPUT
, 2002
"... One approach to solving the nonsymmetric eigenvalue problem in parallel is to parallelize the QR algorithm. Not long ago, this was widely considered to be a hopeless task. Recent efforts have led to significant advances, although the methods proposed up to now have suffered from scalability problems ..."
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Cited by 38 (3 self)
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One approach to solving the nonsymmetric eigenvalue problem in parallel is to parallelize the QR algorithm. Not long ago, this was widely considered to be a hopeless task. Recent efforts have led to significant advances, although the methods proposed up to now have suffered from scalability problems. This paper discusses an approach to parallelizingthe QR algorithm that greatly improves scalability. A theoretical analysis indicates that the algorithm is ultimately not scalable, but the nonscalability does not become evident until the matrix dimension is enormous. Experiments on the Intel Paragon system, the IBM SP2 supercomputer, the SGI Origin 2000, and the Intel ASCI Option Red supercomputer are reported.
The spectral decomposition of nonsymmetric matrices on distributed memory parallel computers
 SIAM J. Sci. Comput
, 1997
"... Abstract. The implementation and performance of a class of divideandconquer algorithms for computing the spectral decomposition of nonsymmetric matrices on distributed memory parallel computers are studied in this paper. After presenting a general framework, we focus on a spectral divideandconqu ..."
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Cited by 37 (11 self)
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Abstract. The implementation and performance of a class of divideandconquer algorithms for computing the spectral decomposition of nonsymmetric matrices on distributed memory parallel computers are studied in this paper. After presenting a general framework, we focus on a spectral divideandconquer (SDC) algorithm with Newton iteration. Although the algorithm requires several times as many floating point operations as the best serial QR algorithm, it can be simply constructed from a small set of highly parallelizable matrix building blocks within Level 3 basic linear algebra subroutines (BLAS). Efficient implementations of these building blocks are available on a wide range of machines. In some illconditioned cases, the algorithm may lose numerical stability, but this can easily be detected and compensated for. The algorithm reached 31 % efficiency with respect to the underlying PUMMA matrix multiplication and 82 % efficiency with respect to the underlying ScaLAPACK matrix inversion on a 256 processor Intel Touchstone Delta system, and 41 % efficiency with respect to the matrix multiplication in CMSSL on a 32 node Thinking Machines CM5 with vector units. Our performance model predicts the performance reasonably accurately. To take advantage of the geometric nature of SDC algorithms, we have designed a graphical user interface to let the user choose the spectral decomposition according to specified regions in the complex plane.
QRlike Algorithms for Eigenvalue Problems
 SIAM J. Matrix Anal. Appl
, 2000
"... . In the year 2000 the dominant method for solving matrix eigenvalue problems is still the QR algorithm. This paper discusses the family of GR algorithms, with emphasis on the QR algorithm. Included are historical remarks, an outline of what GR algorithms are and why they work, and descriptions ..."
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Cited by 30 (11 self)
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. In the year 2000 the dominant method for solving matrix eigenvalue problems is still the QR algorithm. This paper discusses the family of GR algorithms, with emphasis on the QR algorithm. Included are historical remarks, an outline of what GR algorithms are and why they work, and descriptions of the latest, highly parallelizable, versions of the QR algorithm. Now that we know how to parallelize it, the QR algorithm seems likely to retain its dominance for many years to come. 1. Introduction Since the early 1960's the standard algorithms for calculating the eigenvalues and (optionally) eigenvectors of "small" matrices have been the QR algorithm [29] and its variants. This is still the case in the year 2000 and is likely to remain so for many years to come. For us a small matrix is one that can be stored in the conventional way in a computer's main memory and whose complete eigenstructure can be calculated in a matter of minutes without exploiting whatever sparsity the matrix m...
A Parallelizable Eigensolver for Real Diagonalizable Matrices with Real Eigenvalues
, 1991
"... . In this paper, preliminary research results on a new algorithm for finding all the eigenvalues and eigenvectors of a real diagonalizable matrix with real eigenvalues are presented. The basic mathematical theory behind this approach is reviewed and is followed by a discussion of the numerical consi ..."
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Cited by 30 (6 self)
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. In this paper, preliminary research results on a new algorithm for finding all the eigenvalues and eigenvectors of a real diagonalizable matrix with real eigenvalues are presented. The basic mathematical theory behind this approach is reviewed and is followed by a discussion of the numerical considerations of the actual implementation. The numerical algorithm has been tested on thousands of matrices on both a Cray2 and an IBM RS/6000 Model 580 workstation. The results of these tests are presented. Finally, issues concerning the parallel implementation of the algorithm are discussed. The algorithm's heavy reliance on matrixmatrix multiplication, coupled with the divide and conquer nature of this algorithm, should yield a highly parallelizable algorithm. 1. Introduction. Computation of all the eigenvalues and eigenvectors of a dense matrix is essential for solving problems in many fields. The everincreasing computational power available from modern supercomputers offers the potenti...
MULTISHIFT VARIANTS OF THE QZ ALGORITHM WITH Aggressive Early Deflation
"... New variants of the QZ algorithm for solving the generalized eigenvalue problem are proposed. An extension of the smallbulge multishift QR algorithm is developed, which chases chains of many small bulges instead of only one bulge in each QZ iteration. This allows the effective use of level 3 BLAS o ..."
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Cited by 24 (15 self)
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New variants of the QZ algorithm for solving the generalized eigenvalue problem are proposed. An extension of the smallbulge multishift QR algorithm is developed, which chases chains of many small bulges instead of only one bulge in each QZ iteration. This allows the effective use of level 3 BLAS operations, which in turn can provide efficient utilization of high performance computing systems with deep memory hierarchies. Moreover, an extension of the aggressive early deflation strategy is proposed, which can identify and deflate converged eigenvalues long before classic deflation strategies would. Consequently, the number of overall QZ iterations needed until convergence is considerably reduced. As a third ingredient, we reconsider the deflation of infinite eigenvalues and present a new deflation algorithm, which is particularly effective in the presence of a large number of infinite eigenvalues. Combining all these developments, our implementation significantly improves existing implementations of the QZ algorithm. This is demonstrated by numerical experiments with random matrix pairs as well as with matrix pairs arising from various applications.