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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.ORCID iD: 0000-0002-9158-1941
Umeå University, Faculty of Science and Technology, Department of Computing Science.ORCID iD: 0000-0002-4675-7434
2020 (English)In: Parallel Computing, ISSN 0167-8191, E-ISSN 1872-7336, Vol. 100, article id 102707Article in journal (Refereed) Published
Abstract [en]

A standard approach for computing eigenvectors of a non-symmetric matrix reduced to real Schur form 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
Elsevier, 2020. Vol. 100, article id 102707
Keywords [en]
Overflow protection, Eigenvectors, Real Schur form, Tiled algorithms
National Category
Computer Sciences
Research subject
Computer Science
Identifiers
URN: urn:nbn:se:umu:diva-177534DOI: 10.1016/j.parco.2020.102707ISI: 000597159800001Scopus ID: 2-s2.0-85089018373OAI: oai:DiVA.org:umu-177534DiVA, id: diva2:1509213
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NLAFET
Note

Preprint version: http://umu.diva-portal.org/smash/record.jsf?pid=diva2%3A1396196&dswid=-7045

Available from: 2020-12-11 Created: 2020-12-11 Last updated: 2023-03-24Bibliographically approved
In thesis
1. Improving the efficiency of eigenvector-related computations
Open this publication in new window or tab >>Improving the efficiency of eigenvector-related computations
2021 (English)Doctoral thesis, comprehensive summary (Other academic)
Alternative title[sv]
Förbättrad effektivitet för egenvektor-relaterade beräkningar
Abstract [en]

An effective strategy in dense linear algebra is the design of algorithms as tiled algorithms. Tiled algorithms that express the bulk of the computation as matrix-matrix operations (level-3 BLAS) have proven successful in achieving high performance on cache-based architectures. At the same time, tiled algorithms interoperate with dynamic data-driven execution models such as task parallelism and promise good parallel scalability.

This thesis applies the concept of tiled algorithms and task-centric execution to algorithms related to the computation of eigenvectors for the dense, non-symmetric eigenvalue problem. First, a standard algorithm for computing eigenvectors from the Schur form is recast such that all computational steps are rich in matrix-matrix operations. Second, inverse iteration on the Hessenberg matrix as an alternative approach to computing eigenvectors is addressed. An existing algorithm is revised to express the computationally most expensive step with matrix-matrix operations. Third, a task-parallel, tiled triangular Sylvester equation solver is amended to solve a larger class of problems. All algorithms have an enhanced performance, which is demonstrated through numerical experiments.

Place, publisher, year, edition, pages
Umeå: Umeå University, 2021. p. 27
Series
Report / UMINF, ISSN 0348-0542 ; 21.05
Keywords
high-performance computing, standard non-symmetric eigenvalue problem, triangular Sylvester equation, tiled algorithms, task parallelism
National Category
Computer Sciences
Identifiers
urn:nbn:se:umu:diva-185734 (URN)978-91-7855-577-2 (ISBN)978-91-7855-576-5 (ISBN)
Public defence
2021-09-20, MA316, MIT-huset, plan 3, Umeå, 10:00 (English)
Opponent
Supervisors
Available from: 2021-08-30 Created: 2021-07-04 Last updated: 2021-07-05Bibliographically approved

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Schwarz, Angelika BeatrixKjelgaard Mikkelsen, Carl ChristianKarlsson, Lars

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