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Time-Memory Trade-Offs Using Sparse Matrix Methods for Large-Scale Eigenvalue Problems

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Computational Science and Its Applications — ICCSA 2003 (ICCSA 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2667))

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Abstract

Iterative methods such as Lanczos and Jacobi-Davidson are typically used to compute a small number of eigenvalues and eigenvectors of a sparse matrix. However, these methods are not effective in certain large-scale applications, for example, “global tight binding molecular dynamics.” Such applications require all the eigenvectors of a large sparse matrix; the eigenvectors can be computed a few at a time and discarded after a simple update step in the modeling process. We show that by using sparse matrix methods, a direct-iterative hybrid scheme can significantly reduce memory requirements while requiring less computational time than a banded direct scheme. Our method also allows a more scalable parallel formulation for eigenvector computation through spectrum slicing. We discuss our method and provide empirical results for a wide variety of sparse matrix test problems.

This work was supported in part by the National Science Foundation through grants ACI-0102537, EIA-0221916, and DMR-0205232.

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Teranishi, K., Raghavan, P., Yang, C. (2003). Time-Memory Trade-Offs Using Sparse Matrix Methods for Large-Scale Eigenvalue Problems. In: Kumar, V., Gavrilova, M.L., Tan, C.J.K., L’Ecuyer, P. (eds) Computational Science and Its Applications — ICCSA 2003. ICCSA 2003. Lecture Notes in Computer Science, vol 2667. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44839-X_88

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  • DOI: https://doi.org/10.1007/3-540-44839-X_88

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  • Print ISBN: 978-3-540-40155-1

  • Online ISBN: 978-3-540-44839-6

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