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An Evaluation of the Parallel Shift-and-Invert Lanczos Method
When the Lanczos method is used to compute eigenvalues, it is often restarted or used with the shift-and-invert scheme. The restarted scheme usually uses less memory but the shift-and-invert scheme is more robust. In addition, the shift-and-invert Lanczos method requires accurate solutions of a series of linear systems. Parallel software packages suitable for these linear systems are only started to become available. In this talk, we will present our evaluation of two such packages and briefly examine when it is necessary to use the shift-and-invert scheme