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Parallel Solvers for Sylvester-type Matrix Equations with Applications in Condition Estimation, Part I: Theory and Algorithms
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för datavetenskap.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för datavetenskap.
2010 (Engelska)Ingår i: ACM Transactions on Mathematical Software, ISSN 0098-3500, E-ISSN 1557-7295, Vol. 37, nr 3, s. 32:1-32:32Artikel i tidskrift (Refereegranskat) Published
Abstract [en]

Parallel ScaLAPACK-style algorithms for solving eight common standard and generalized Sylvester-type matrix equations and various sign and transposed variants are presented. All algorithms are blocked variants based on the Bartels--Stewart method and involve four major steps: reduction to triangular form, updating the right-hand side with respect to the reduction, computing the solution to the reduced triangular problem, and transforming the solution back to the original coordinate system. Novel parallel algorithms for solving reduced triangular matrix equations based on wavefront-like traversal of the right-hand side matrices are presented together with a generic scalability analysis. These algorithms are used in condition estimation and new robust parallel sep − 1-estimators are developed. Experimental results from three parallel platforms, including results from a mixed OpenMP/MPI platform, are presented and analyzed using several performance and accuracy metrics. The analysis includes results regarding general and triangular parallel solvers as well as parallel condition estimators.

Ort, förlag, år, upplaga, sidor
New York: ACM Press, 2010. Vol. 37, nr 3, s. 32:1-32:32
Nationell ämneskategori
Matematik
Identifikatorer
URN: urn:nbn:se:umu:diva-2708DOI: 10.1145/1824801.1824810ISI: 000282761200009OAI: oai:DiVA.org:umu-2708DiVA, id: diva2:140956
Anmärkning

Artikelnummer/article number: 32

Tillgänglig från: 2007-11-01 Skapad: 2007-11-01 Senast uppdaterad: 2018-06-09Bibliografiskt granskad
Ingår i avhandling
1. Algorithms and Library Software for Periodic and Parallel Eigenvalue Reordering and Sylvester-Type Matrix Equations with Condition Estimation
Öppna denna publikation i ny flik eller fönster >>Algorithms and Library Software for Periodic and Parallel Eigenvalue Reordering and Sylvester-Type Matrix Equations with Condition Estimation
2007 (Engelska)Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
Abstract [en]

This Thesis contains contributions in two different but closely related subfields of Scientific and Parallel Computing which arise in the context of various eigenvalue problems: periodic and parallel eigenvalue reordering and parallel algorithms for Sylvestertype matrix equations with applications in condition estimation.

Many real world phenomena behave periodically, e.g., helicopter rotors, revolving satellites and dynamic systems corresponding to natural processes, like the water flow in a system of connected lakes, and can be described in terms of periodic eigenvalue problems. Typically, eigenvalues and invariant subspaces (or, specifically, eigenvectors) to certain periodic matrix products are of interest and have direct physical interpretations. The eigenvalues of a matrix product can be computed without forming the product explicitly via variants of the periodic Schur decomposition. In the first part of the Thesis, we propose direct methods for eigenvalue reordering in the periodic standard and generalized real Schur forms which extend earlier work on the standard and generalized eigenvalue problems. The core step of the methods consists of solving periodic Sylvester-type equations to high accuracy. Periodic eigenvalue reordering is vital in the computation of periodic eigenspaces corresponding to specified spectra. The proposed direct reordering methods rely on orthogonal transformations and can be generalized to more general periodic matrix products where the factors have varying dimensions and ±1 exponents of arbitrary order.

In the second part, we consider Sylvester-type matrix equations, like the continuoustime Sylvester equation AX −XB =C, where A of size m×m, B of size n×n, and C of size m×n are general matrices with real entries, which have applications in many areas. Examples include eigenvalue problems and condition estimation, and several problems in control system design and analysis. The parallel algorithms presented are based on the well-known Bartels–Stewart’s method and extend earlier work on triangular Sylvester-type matrix equations resulting in a novel software library SCASY. The parallel library provides robust and scalable software for solving 44 sign and transpose variants of eight common Sylvester-type matrix equations. SCASY also includes a parallel condition estimator associated with each matrix equation.

In the last part of the Thesis, we propose parallel variants of the direct eigenvalue reordering method for the standard and generalized real Schur forms. Together with the existing and future parallel implementations of the non-symmetric QR/QZ algorithms and the parallel Sylvester solvers presented in the Thesis, the developed software can be used for parallel computation of invariant and deflating subspaces corresponding to specified spectra and associated reciprocal condition number estimates.

Ort, förlag, år, upplaga, sidor
Umeå: Datavetenskap, 2007. s. 44
Serie
Report / UMINF, ISSN 0348-0542 ; 07.21
Nyckelord
periodic eigenvalue problems, product eigenvalue problems, periodic Schur form, periodic eigenvalue reordering, periodic eigenspaces, parallel algorithms, Sylvester-type matrix equations, parallel eigenvalue reordering, condition estimation
Nationell ämneskategori
Datavetenskap (datalogi)
Identifikatorer
urn:nbn:se:umu:diva-1415 (URN)978-91-7264-410-6 (ISBN)
Externt samarbete:
Disputation
2007-11-23, MA121, MIT-huset, Umeå Universitet, UMEÅ, 10:00 (Engelska)
Opponent
Handledare
Tillgänglig från: 2007-11-01 Skapad: 2007-11-01 Senast uppdaterad: 2018-06-09Bibliografiskt granskad

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Granat, RobertKågström, Bo

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