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Robust Parallel Eigenvector Computation for the Non-Symmetric Eigenvalue Problem
Umeå University, Faculty of Science and Technology, Department of Computing Science.ORCID iD: 0000-0002-8444-6303
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, High Performance Computing Center North (HPC2N).ORCID iD: 0000-0002-9158-1941
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, High Performance Computing Center North (HPC2N).ORCID iD: 0000-0002-4675-7434
2020 (English)Report (Other academic)
Abstract [en]

A standard approach for computing eigenvectors of a non-symmetric matrix reduced to real Schurform relies on a variant of backward substitution. Backward substitution is prone to overflow. To avoid overflow, the LAPACK eigenvector routine DTREVC3 associates every eigenvector with a scaling factor and dynamically rescales an entire eigenvector during the backward substitution such that overflow cannot occur. When many eigenvectors are computed, DTREVC3 applies backward substitution successively for every eigenvector. This corresponds to level-2 BLAS operations and constitutes a bottleneck. This paper redesigns the backward substitution such that the entire computation is cast as tile operations (level-3 BLAS). By replacing LAPACK’s scaling factor with tile-local scaling factors, our solver decouples the tiles and sustains parallel scalability even when a lot of numerical scaling is necessary.

Place, publisher, year, edition, pages
Umeå universitet , 2020. , p. 25
Series
Report / UMINF, ISSN 0348-0542 ; 20.02
National Category
Computer Sciences
Research subject
Computer Science; Mathematics
Identifiers
URN: urn:nbn:se:umu:diva-168433OAI: oai:DiVA.org:umu-168433DiVA, id: diva2:1396196
Projects
NLAFETAvailable from: 2020-02-25 Created: 2020-02-25 Last updated: 2023-03-07Bibliographically approved

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fulltext(1086 kB)282 downloads
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Schwarz, Angelika BeatrixKjelgaard Mikkelsen, Carl ChristianKarlsson, Lars

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Schwarz, Angelika BeatrixKjelgaard Mikkelsen, Carl ChristianKarlsson, Lars
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CiteExportLink to record
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