Introduction to StarNEig -- A Task-based Library for Solving Nonsymmetric Eigenvalue Problems

In this paper, we present the StarNEig library for solving dense non-symmetric (generalized) eigenvalue problems. The library is built on top of the StarPU runtime system and targets both shared and distributed memory machines. Some components of the library support GPUs. The library is currently in an early beta state and only real arithmetic is supported. Support for complex data types is planned for a future release. This paper is aimed for potential users of the library. We describe the design choices and capabilities of the library, and contrast them to existing software such as ScaLAPACK. StarNEig implements a ScaLAPACK compatibility layer that should make it easy for a new user to transition to StarNEig. We demonstrate the performance of the library with a small set of computational experiments.Comment: 10 pages, 4 figures (10 when counting sub-figures), 2 tex-files. Submitted to PPAM 2019, 13th international conference on parallel processing and applied mathematics, September 8-11, 2019. Proceedings will be published after the conference by Springer in the LNCS series. Second author's first name is "Carl Christian" and last name "Kjelgaard Mikkelsen

Efficient variants of the CMRH method for solving a sequence of multi-shifted non-Hermitian linear systems simultaneously

Multi-shifted linear systems with non-Hermitian coefficient matrices arise in numerical solutions of time-dependent partial/fractional differential equations (PDEs/FDEs), in control theory, PageRank problems, and other research fields. We derive efficient variants of the restarted Changing Minimal Residual method based on the cost-effective Hessenberg procedure (CMRH) for this problem class. Then, we introduce a flexible variant of the algorithm that allows to use variable preconditioning at each iteration to further accelerate the convergence of shifted CMRH. We analyse the performance of the new class of methods in the numerical solution of PDEs and FDEs, also against other multi-shifted Krylov subspace methods.Comment: Techn. Rep., Univ. of Groningen, 34 pages. 11 Tables, 2 Figs. This manuscript was submitted to a journal at 20 Jun. 2016. Updated version-1: 31 pages, 10 tables, 2 figs. The manuscript was resubmitted to the journal at 9 Jun. 2018. Updated version-2: 29 pages, 10 tables, 2 figs. Make it concise. Updated version-3: 27 pages, 10 tables, 2 figs. Updated version-4: 28 pages, 10 tables, 2 fig