A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Solving large sparse eigenvalue problems on supercomputers

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed

An efficient algorithm for the parallel solution of high-dimensional differential equations

The study of high-dimensional differential equations is challenging and difficult due to the analytical and computational intractability. Here, we improve the speed of waveform relaxation (WR), a method to simulate high-dimensional differential-algebraic equations. This new method termed adaptive waveform relaxation (AWR) is tested on a communication network example. Further we propose different heuristics for computing graph partitions tailored to adaptive waveform relaxation. We find that AWR coupled with appropriate graph partitioning methods provides a speedup by a factor between 3 and 16

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented

Jacobi-type algorithms for eigenvalues on vector- and parallel computers

Algebra;Numerical Computation

The geometric mean algorithm

Bisection (of a real interval) is a well known algorithm to compute eigenvalues of symmetric matrices. Given an initial interval [a,b], convergence to an eigenvalue which has size much smaller than a or b may be made considerably faster if one replaces the usual arithmetic mean (of the end points of the current interval) with the geometric mean. Exploring this idea, we have implemented geometric bisection in a Matlab code. We illustrate the effectiveness of our algorithm in the context of the computation of the eigenvalues of a symmetric tridiagonal matrix which has a very large condition number.Fundação para a Ciência e a Tecnologia (FCT

A Novel Partitioning Method for Accelerating the Block Cimmino Algorithm

We propose a novel block-row partitioning method in order to improve the convergence rate of the block Cimmino algorithm for solving general sparse linear systems of equations. The convergence rate of the block Cimmino algorithm depends on the orthogonality among the block rows obtained by the partitioning method. The proposed method takes numerical orthogonality among block rows into account by proposing a row inner-product graph model of the coefficient matrix. In the graph partitioning formulation defined on this graph model, the partitioning objective of minimizing the cutsize directly corresponds to minimizing the sum of inter-block inner products between block rows thus leading to an improvement in the eigenvalue spectrum of the iteration matrix. This in turn leads to a significant reduction in the number of iterations required for convergence. Extensive experiments conducted on a large set of matrices confirm the validity of the proposed method against a state-of-the-art method