1,632 research outputs found
Minimizing Communication for Eigenproblems and the Singular Value Decomposition
Algorithms have two costs: arithmetic and communication. The latter
represents the cost of moving data, either between levels of a memory
hierarchy, or between processors over a network. Communication often dominates
arithmetic and represents a rapidly increasing proportion of the total cost, so
we seek algorithms that minimize communication. In \cite{BDHS10} lower bounds
were presented on the amount of communication required for essentially all
-like algorithms for linear algebra, including eigenvalue problems and
the SVD. Conventional algorithms, including those currently implemented in
(Sca)LAPACK, perform asymptotically more communication than these lower bounds
require. In this paper we present parallel and sequential eigenvalue algorithms
(for pencils, nonsymmetric matrices, and symmetric matrices) and SVD algorithms
that do attain these lower bounds, and analyze their convergence and
communication costs.Comment: 43 pages, 11 figure
Lanczos eigensolution method for high-performance computers
The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors
The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem
The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code
ELSI: A Unified Software Interface for Kohn-Sham Electronic Structure Solvers
Solving the electronic structure from a generalized or standard eigenproblem
is often the bottleneck in large scale calculations based on Kohn-Sham
density-functional theory. This problem must be addressed by essentially all
current electronic structure codes, based on similar matrix expressions, and by
high-performance computation. We here present a unified software interface,
ELSI, to access different strategies that address the Kohn-Sham eigenvalue
problem. Currently supported algorithms include the dense generalized
eigensolver library ELPA, the orbital minimization method implemented in
libOMM, and the pole expansion and selected inversion (PEXSI) approach with
lower computational complexity for semilocal density functionals. The ELSI
interface aims to simplify the implementation and optimal use of the different
strategies, by offering (a) a unified software framework designed for the
electronic structure solvers in Kohn-Sham density-functional theory; (b)
reasonable default parameters for a chosen solver; (c) automatic conversion
between input and internal working matrix formats, and in the future (d)
recommendation of the optimal solver depending on the specific problem.
Comparative benchmarks are shown for system sizes up to 11,520 atoms (172,800
basis functions) on distributed memory supercomputing architectures.Comment: 55 pages, 14 figures, 2 table
Fast computation of spectral projectors of banded matrices
We consider the approximate computation of spectral projectors for symmetric
banded matrices. While this problem has received considerable attention,
especially in the context of linear scaling electronic structure methods, the
presence of small relative spectral gaps challenges existing methods based on
approximate sparsity. In this work, we show how a data-sparse approximation
based on hierarchical matrices can be used to overcome this problem. We prove a
priori bounds on the approximation error and propose a fast algo- rithm based
on the QDWH algorithm, along the works by Nakatsukasa et al. Numerical
experiments demonstrate that the performance of our algorithm is robust with
respect to the spectral gap. A preliminary Matlab implementation becomes faster
than eig already for matrix sizes of a few thousand.Comment: 27 pages, 10 figure
Fast Hessenberg reduction of some rank structured matrices
We develop two fast algorithms for Hessenberg reduction of a structured
matrix where is a real or unitary diagonal
matrix and . The proposed algorithm for the
real case exploits a two--stage approach by first reducing the matrix to a
generalized Hessenberg form and then completing the reduction by annihilation
of the unwanted sub-diagonals. It is shown that the novel method requires
arithmetic operations and it is significantly faster than other
reduction algorithms for rank structured matrices. The method is then extended
to the unitary plus low rank case by using a block analogue of the CMV form of
unitary matrices. It is shown that a block Lanczos-type procedure for the block
tridiagonalization of induces a structured reduction on in a block
staircase CMV--type shape. Then, we present a numerically stable method for
performing this reduction using unitary transformations and we show how to
generalize the sub-diagonal elimination to this shape, while still being able
to provide a condensed representation for the reduced matrix. In this way the
complexity still remains linear in and, moreover, the resulting algorithm
can be adapted to deal efficiently with block companion matrices.Comment: 25 page
Convergence and round-off errors in a two-dimensional eigenvalue problem using spectral methods and Arnoldi-Chebyshev algorithm
An efficient way of solving 2D stability problems in fluid mechanics is to
use, after discretization of the equations that cast the problem in the form of
a generalized eigenvalue problem, the incomplete Arnoldi-Chebyshev method. This
method preserves the banded structure sparsity of matrices of the algebraic
eigenvalue problem and thus decreases memory use and CPU-time consumption.
The errors that affect computed eigenvalues and eigenvectors are due to the
truncation in the discretization and to finite precision in the computation of
the discretized problem. In this paper we analyze those two errors and the
interplay between them. We use as a test case the two-dimensional eigenvalue
problem yielded by the computation of inertial modes in a spherical shell. This
problem contains many difficulties that make it a very good test case. It turns
out that that single modes (especially most-damped modes i.e. with high spatial
frequency) can be very sensitive to round-off errors, even when apparently good
spectral convergence is achieved. The influence of round-off errors is analyzed
using the spectral portrait technique and by comparison of double precision and
extended precision computations. Through the analysis we give practical recipes
to control the truncation and round-off errors on eigenvalues and eigenvectors.Comment: 15 pages, 9 figure
Decay properties of spectral projectors with applications to electronic structure
Motivated by applications in quantum chemistry and solid state physics, we
apply general results from approximation theory and matrix analysis to the
study of the decay properties of spectral projectors associated with large and
sparse Hermitian matrices. Our theory leads to a rigorous proof of the
exponential off-diagonal decay ("nearsightedness") for the density matrix of
gapped systems at zero electronic temperature in both orthogonal and
non-orthogonal representations, thus providing a firm theoretical basis for the
possibility of linear scaling methods in electronic structure calculations for
non-metallic systems. We further discuss the case of density matrices for
metallic systems at positive electronic temperature. A few other possible
applications are also discussed.Comment: 63 pages, 13 figure
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
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