On deflations in extended QR algorithms

In this paper we discuss the deflation criterion used in the extended QR algorithm based on the chasing of rotations. We provide absolute and relative perturbation bounds for this deflation criterion. Further, we present a generalization of aggressive early deflation to the extended QR algorithms. Aggressive early deflation is the key technique for the identification and deflation of already converged, but hidden, eigenvalues. Often these possibilities for deflation are not detected by the standard technique. We present numerical results underpinning the power of aggressive early deflation also in the context of extended QR algorithms. We further generalize these ideas by the transcription of middle deflations. © 2014 Society for Industrial and Applied Mathematics

A multishift, multipole rational QZ method with aggressive early deflation

The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration. In this paper we extend the rational QZ method by introducing shifts and poles of higher multiplicity in the Hessenberg pencil, which is a pencil consisting of two Hessenberg matrices. The result is a multishift, multipole iteration on block Hessenberg pencils which allows one to stick to real arithmetic for a real input pencil. In combination with optimally packed shifts and aggressive early deflation as an advanced deflation technique we obtain an efficient method for the dense generalized eigenvalue problem. In the numerical experiments we compare the results with state-of-the-art routines for the generalized eigenvalue problem and show that we are competitive in terms of speed and accuracy

A rational QZ method

We propose a rational QZ method for the solution of the dense, unsymmetric generalized eigenvalue problem. This generalization of the classical QZ method operates implicitly on a Hessenberg, Hessenberg pencil instead of on a Hessenberg, triangular pencil. Whereas the QZ method performs nested subspace iteration driven by a polynomial, the rational QZ method allows for nested subspace iteration driven by a rational function, this creates the additional freedom of selecting poles. In this article we study Hessenberg, Hessenberg pencils, link them to rational Krylov subspaces, propose a direct reduction method to such a pencil, and introduce the implicit rational QZ step. The link with rational Krylov subspaces allows us to prove essential uniqueness (implicit Q theorem) of the rational QZ iterates as well as convergence of the proposed method. In the proofs, we operate directly on the pencil instead of rephrasing it all in terms of a single matrix. Numerical experiments are included to illustrate competitiveness in terms of speed and accuracy with the classical approach. Two other types of experiments exemplify new possibilities. First we illustrate that good pole selection can be used to deflate the original problem during the reduction phase, and second we use the rational QZ method to implicitly filter a rational Krylov subspace in an iterative method

Implicitly Restarted Generalized Second-order Arnoldi Type Algorithms for the Quadratic Eigenvalue Problem

We investigate the generalized second-order Arnoldi (GSOAR) method, a generalization of the SOAR method proposed by Bai and Su [{\em SIAM J. Matrix Anal. Appl.}, 26 (2005): 640--659.], and the Refined GSOAR (RGSOAR) method for the quadratic eigenvalue problem (QEP). The two methods use the GSOAR procedure to generate an orthonormal basis of a given generalized second-order Krylov subspace, and with such basis they project the QEP onto the subspace and compute the Ritz pairs and the refined Ritz pairs, respectively. We develop implicitly restarted GSOAR and RGSOAR algorithms, in which we propose certain exact and refined shifts for respective use within the two algorithms. Numerical experiments on real-world problems illustrate the efficiency of the restarted algorithms and the superiority of the restarted RGSOAR to the restarted GSOAR. The experiments also demonstrate that both IGSOAR and IRGSOAR generally perform much better than the implicitly restarted Arnoldi method applied to the corresponding linearization problems, in terms of the accuracy and the computational efficiency.Comment: 30 pages, 6 figure

On pole-swapping algorithms for the eigenvalue problem

Pole-swapping algorithms, which are generalizations of the QZ algorithm for the generalized eigenvalue problem, are studied. A new modular (and therefore more flexible) convergence theory that applies to all pole-swapping algorithms is developed. A key component of all such algorithms is a procedure that swaps two adjacent eigenvalues in a triangular pencil. An improved swapping routine is developed, and its superiority over existing methods is demonstrated by a backward error analysis and numerical tests. The modularity of the new convergence theory and the generality of the pole-swapping approach shed new light on bi-directional chasing algorithms, optimally packed shifts, and bulge pencils, and allow the design of novel algorithms

A Parallel Structured Divide-and-Conquer Algorithm for Symmetric Tridiagonal Eigenvalue Problems

© 2021 IEEE. Personal use of this material is permitted. Permissíon from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertisíng or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.[EN] In this article, a parallel structured divide-and-conquer (PSDC) eigensolver is proposed for symmetric tridiagonal matrices based on ScaLAPACK and a parallel structured matrix multiplication algorithm, called PSMMA. Computing the eigenvectors via matrix-matrix multiplications is the most computationally expensive part of the divide-and-conquer algorithm, and one of the matrices involved in such multiplications is a rank-structured Cauchy-like matrix. By exploiting this particular property, PSMMA constructs the local matrices by using generators of Cauchy-like matrices without any communication, and further reduces the computation costs by using a structured low-rank approximation algorithm. Thus, both the communication and computation costs are reduced. Experimental results show that both PSMMA and PSDC are highly scalable and scale to 4096 processes at least. PSDC has better scalability than PHDC that was proposed in [16] and only scaled to 300 processes for the same matrices. Comparing with PDSTEDC in ScaLAPACK, PSDC is always faster and achieves 1.4x-1.6x speedup for some matrices with few deflations. PSDC is also comparable with ELPA, with PSDC being faster than ELPA when using few processes and a little slower when using many processes.The authors would like to thank the referees for their valuable comments which greatly improve the presentation of this article. This work was supported by National Natural Science Foundation of China (No. NNW2019ZT6-B20, NNW2019ZT6B21, NNW2019ZT5-A10, U1611261, 61872392, and U1811461), National Key RD Program of China (2018YFB0204303), NSF of Hunan (No. 2019JJ40339), NSF of NUDT (No. ZK18-03-01), Guangdong Natural Science Foundation (2018B030312002), and the Program for Guangdong Introducing Innovative and Entrepreneurial Teams under Grant 2016ZT06D211. The work of Jose E. Roman was supported by the Spanish Agencia Estatal de Investigacion (AEI) under project SLEPc-DA (PID2019-107379RB-I00).Liao, X.; Li, S.; Lu, Y.; Román Moltó, JE. (2021). A Parallel Structured Divide-and-Conquer Algorithm for Symmetric Tridiagonal Eigenvalue Problems. IEEE Transactions on Parallel and Distributed Systems. 32(2):367-378. https://doi.org/10.1109/TPDS.2020.3019471S36737832

Restructuring the Tridiagonal and Bidiagonal QR Algorithms for Performance

We show how both the tridiagonal and bidiagonal QR algorithms can be restructured so that they be- come rich in operations that can achieve near-peak performance on a modern processor. The key is a novel, cache-friendly algorithm for applying multiple sets of Givens rotations to the eigenvector/singular vector matrix. This algorithm is then implemented with optimizations that (1) leverage vector instruction units to increase floating-point throughput, and (2) fuse multiple rotations to decrease the total number of memory operations. We demonstrate the merits of these new QR algorithms for computing the Hermitian eigenvalue decomposition (EVD) and singular value decomposition (SVD) of dense matrices when all eigen- vectors/singular vectors are computed. The approach yields vastly improved performance relative to the traditional QR algorithms for these problems and is competitive with two commonly used alternatives— Cuppen’s Divide and Conquer algorithm and the Method of Multiple Relatively Robust Representations— while inheriting the more modest O(n) workspace requirements of the original QR algorithms. Since the computations performed by the restructured algorithms remain essentially identical to those performed by the original methods, robust numerical properties are preserved