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Block algorithms for reordering standard and generalized Schur forms

Author:

Daniel KressnerAuthors Info & Claims

ACM Transactions on Mathematical Software (TOMS), Volume 32, Issue 4

Pages 521 - 532

https://doi.org/10.1145/1186785.1186787

Published: 01 December 2006 Publication History

Abstract

Block algorithms for reordering a selected set of eigenvalues in a standard or generalized Schur form are proposed. Efficiency is achieved by delaying orthogonal transformations and (optionally) making use of level 3 BLAS operations. Numerical experiments demonstrate that existing algorithms, as currently implemented in LAPACK, are outperformed by up to a factor of four.

References

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Cited By

Benzi MRinelli MSimunec I(2023)Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methodsNumerische Mathematik10.1007/s00211-023-01368-6155:3-4(377-414)Online publication date: 1-Dec-2023
https://dl.acm.org/doi/10.1007/s00211-023-01368-6
Massei SRobol L(2022)Mixed Precision Recursive Block Diagonalization for Bivariate Functions of MatricesSIAM Journal on Matrix Analysis and Applications10.1137/21M140787243:2(638-660)Online publication date: 1-Jan-2022
https://dl.acm.org/doi/10.1137/21M1407872
Myllykoski MKjelgaard Mikkelsen C(2020)Task‐based, GPU‐accelerated and robust library for solving dense nonsymmetric eigenvalue problemsConcurrency and Computation: Practice and Experience10.1002/cpe.591533:11Online publication date: 6-Aug-2020
https://doi.org/10.1002/cpe.5915
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Index Terms

Block algorithms for reordering standard and generalized Schur forms
1. Mathematics of computing
  1. Mathematical analysis
    1. Numerical analysis
      1. Computations on matrices

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Published In

cover image ACM Transactions on Mathematical Software

ACM Transactions on Mathematical Software Volume 32, Issue 4

December 2006

145 pages

ISSN:0098-3500

EISSN:1557-7295

DOI:10.1145/1186785

Issue’s Table of Contents

Copyright © 2006 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 01 December 2006

Published in TOMS Volume 32, Issue 4

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Cited By

Benzi MRinelli MSimunec I(2023)Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methodsNumerische Mathematik10.1007/s00211-023-01368-6155:3-4(377-414)Online publication date: 1-Dec-2023
https://dl.acm.org/doi/10.1007/s00211-023-01368-6
Massei SRobol L(2022)Mixed Precision Recursive Block Diagonalization for Bivariate Functions of MatricesSIAM Journal on Matrix Analysis and Applications10.1137/21M140787243:2(638-660)Online publication date: 1-Jan-2022
https://dl.acm.org/doi/10.1137/21M1407872
Myllykoski MKjelgaard Mikkelsen C(2020)Task‐based, GPU‐accelerated and robust library for solving dense nonsymmetric eigenvalue problemsConcurrency and Computation: Practice and Experience10.1002/cpe.591533:11Online publication date: 6-Aug-2020
https://doi.org/10.1002/cpe.5915
Hoffman NSchwartz OToledo S(2018)Efficient Evaluation of Matrix PolynomialsParallel Processing and Applied Mathematics10.1007/978-3-319-78024-5_3(24-35)Online publication date: 23-Mar-2018
https://doi.org/10.1007/978-3-319-78024-5_3
Myllykoski M(2018)A Task-Based Algorithm for Reordering the Eigenvalues of a Matrix in Real Schur FormParallel Processing and Applied Mathematics10.1007/978-3-319-78024-5_19(207-216)Online publication date: 23-Mar-2018
https://doi.org/10.1007/978-3-319-78024-5_19
Stotland VSchwartz OToledo S(2017)High‐performance direct algorithms for computing the sign function of triangular matricesNumerical Linear Algebra with Applications10.1002/nla.213925:2Online publication date: 19-Dec-2017
https://doi.org/10.1002/nla.2139
Berljafa MGüttel S(2015)Generalized Rational Krylov Decompositions with an Application to Rational ApproximationSIAM Journal on Matrix Analysis and Applications10.1137/14099808136:2(894-916)Online publication date: Jan-2015
https://doi.org/10.1137/140998081
Romero ERoman J(2014)A parallel implementation of Davidson methods for large-scale eigenvalue problems in SLEPcACM Transactions on Mathematical Software10.1145/254369640:2(1-29)Online publication date: 5-Mar-2014
https://dl.acm.org/doi/10.1145/2543696
Granat RKågström BKressner D(2010)A Novel Parallel QR Algorithm for Hybrid Distributed Memory HPC SystemsSIAM Journal on Scientific Computing10.1137/09075693432:4(2345-2378)Online publication date: 1-Aug-2010
https://dl.acm.org/doi/10.1137/090756934
Granat RKågström BKressner D(2009)Parallel eigenvalue reordering in real Schur formsConcurrency and Computation: Practice and Experience10.1002/cpe.138621:9(1225-1250)Online publication date: 11-Feb-2009
https://doi.org/10.1002/cpe.1386
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