[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to main content

Evaluation of Several Variants of Explicitly Restarted Lanczos Eigensolvers and Their Parallel Implementations

  • Conference paper
High Performance Computing for Computational Science - VECPAR 2006 (VECPAR 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4395))

Abstract

It is well known that the Lanczos process suffers from loss of orthogonality in the case of finite-precision arithmetic. Several approaches have been proposed in order to address this issue, thus enabling the successful computation of approximate eigensolutions. However, these techniques have been studied mainly in the context of long Lanczos runs, but not for restarted Lanczos eigensolvers. Several variants of the explicitly restarted Lanczos algorithm employing different reorthogonalization strategies have been implemented in SLEPc, the Scalable Library for Eigenvalue Computations. The aim of this work is to assess the numerical robustness of the proposed implementations as well as to study the impact of reorthogonalization in parallel efficiency.

Topics: Numerical methods, parallel and distributed computing.

This work was supported in part by the Valencian Regional Administration, Directorate of Research and Technology Transfer, under grant number GV06/091.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
GBP 19.95
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
GBP 71.50
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
GBP 89.99
Price includes VAT (United Kingdom)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Lanczos, C.: An iteration method for the solution of the eigenvalue problem of linear differential and integral operators. J. Res. Nat. Bur. Standards 45, 255–282 (1950)

    MathSciNet  Google Scholar 

  2. Paige, C.C.: Error analysis of the Lanczos algorithm for tridiagonalizing a symmetric matrix. J. Inst. Math. Appl. 18(3), 341–349 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  3. Sorensen, D.C.: Implicit application of polynomial filters in a k-step Arnoldi method. SIAM J. Matrix Anal. Appl. 13, 357–385 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  4. Hernandez, V., Roman, J.E., Vidal, V.: SLEPc: A scalable and flexible toolkit for the solution of eigenvalue problems. ACM Trans. Math. Software 31(3), 351–362 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  5. Grimes, R.G., Lewis, J.G., Simon, H.D.: A shifted block Lanczos algorithm for solving sparse symmetric generalized eigenproblems. SIAM J. Matrix Anal. Appl. 15(1), 228–272 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  6. Parlett, B.N.: The Symmetric Eigenvalue Problem (Reissued with revisions by SIAM, Philadelphia, 1998). Prentice-Hall, Englewood Cliffs (1980)

    MATH  Google Scholar 

  7. Nour-Omid, B.: The Lanczos algorithm for solution of large generalized eigenproblem. In: Hughes, T.J.R. (ed.) The Finite Element Method, pp. 582–630. Prentice-Hall, Englewood Cliffs (1987)

    Google Scholar 

  8. Paige, C.C.: Computational variants of the Lanczos method for the eigenproblem. J. Inst. Math. Appl. 10, 373–381 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  9. Paige, C.C.: Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem. Linear Algebra Appl. 34, 235–258 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  10. Cullum, J.K., Willoughby, R.A.: Lanczos Algorithms for Large Symmetric Eigenvalue Computations, vol. 1: Theory (Reissued by SIAM, Philadelphia, 2002). Birkhaüser, Boston (1985)

    Google Scholar 

  11. Parlett, B.N., Scott, D.S.: The Lanczos algorithm with selective orthogonalization. Math. Comp. 33, 217–238 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  12. Grcar, J.F.: Analyses of the Lanczos algorithm and of the approximation problem in Richardson’s method. Technical Report 1074, Department of Computer Science, University of Illinois at Urbana-Champaign, Urbana, Illinois (1981)

    Google Scholar 

  13. Simon, H.D.: The Lanczos algorithm with partial reorthogonalization. Math. Comp. 42(165), 115–142 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  14. Simon, H.D.: Analysis of the symmetric Lanczos algorithm with reorthogonalization methods. Linear Algebra Appl. 61, 101–132 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  15. Hoffmann, W.: Iterative algorithms for Gram-Schmidt orthogonalization. Computing 41(4), 335–348 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  16. Björck, Å.: Numerical Methods for Least Squares Problems. Society for Industrial and Applied Mathematics, Philadelphia (1996)

    MATH  Google Scholar 

  17. Kim, S.K., Chronopoulos, A.T.: A class of Lanczos-like algorithms implemented on parallel computers. Parallel Comput. 17(6–7), 763–778 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  18. Hernandez, V., Roman, J.E., Tomas, A.: Parallel Arnoldi eigensolvers with enhanced scalability via global communications rearrangement. Submitted (2006)

    Google Scholar 

  19. Balay, S., et al.: PETSc users manual. Technical Report ANL-95/11 - Revision 2.3.1, Argonne National Laboratory (2006)

    Google Scholar 

  20. Szularz, M., Weston, J., Clint, M.: Explicitly restarted Lanczos algorithms in an MPP environment. Parallel Comput. 25(5), 613–631 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  21. Cooper, A., Szularz, M., Weston, J.: External selective orthogonalization for the Lanczos algorithm in distributed memory environments. Parallel Comput. 27(7), 913–923 (2001)

    Article  MATH  Google Scholar 

  22. Duff, I.S., Grimes, R.G., Lewis, J.G.: Sparse matrix test problems. ACM Trans. Math. Software 15(1), 1–14 (1989)

    Article  MATH  Google Scholar 

  23. Davis, T.: University of Florida Sparse Matrix Collection. NA Digest (1992), Available at http://www.cise.ufl.edu/research/sparse/matrices

Download references

Author information

Authors and Affiliations

Authors

Editor information

Michel Daydé José M. L. M. Palma Álvaro L. G. A. Coutinho Esther Pacitti João Correia Lopes

Rights and permissions

Reprints and permissions

Copyright information

© 2007 Springer Berlin Heidelberg

About this paper

Cite this paper

Hernandez, V., Roman, J.E., Tomas, A. (2007). Evaluation of Several Variants of Explicitly Restarted Lanczos Eigensolvers and Their Parallel Implementations . In: Daydé, M., Palma, J.M.L.M., Coutinho, Á.L.G.A., Pacitti, E., Lopes, J.C. (eds) High Performance Computing for Computational Science - VECPAR 2006. VECPAR 2006. Lecture Notes in Computer Science, vol 4395. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71351-7_31

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-71351-7_31

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-71350-0

  • Online ISBN: 978-3-540-71351-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics