Algorithm 953: Parallel Library Software for the Multishift QR Algorithm with Aggressive Early Deflation
2015 (English)In: ACM Transactions on Mathematical Software, ISSN 0098-3500, E-ISSN 1557-7295, Vol. 41, no 4, 29Article in journal (Refereed) Published
Library software implementing a parallel small-bulge multishift QR algorithm with Aggressive Early Deflation (AED) targeting distributed memory high-performance computing systems is presented. Starting from recent developments of the parallel multishift QR algorithm [Granat et al., SIAM J. Sci. Comput. 32(4), 2010], we describe a number of algorithmic and implementation improvements. These include communication avoiding algorithms via data redistribution and a refined strategy for balancing between multishift QR sweeps and AED. Guidelines concerning several important tunable algorithmic parameters are provided. As a result of these improvements, a computational bottleneck within AED has been removed in the parallel multishift QR algorithm. A performance model is established to explain the scalability behavior of the new parallel multishift QR algorithm. Numerous computational experiments confirm that our new implementation significantly outperforms previous parallel implementations of the QR algorithm.
Place, publisher, year, edition, pages
2015. Vol. 41, no 4, 29
Algorithms, Performance, Multishift QR algorithm, aggressive early deflation, parallel algorithms, stributed memory architectures
IdentifiersURN: urn:nbn:se:umu:diva-111765DOI: 10.1145/2699471ISI: 000363733000007ScopusID: 2-s2.0-84943313977OAI: oai:DiVA.org:umu-111765DiVA: diva2:874086