A PARALLEL ALGORITHM FOR THE REDUCTION OF A NONSYMMETRIC MATRIX TO BLOCK UPPER-HESSENBERG FORM

被引:16
作者
BERRY, MW
DONGARRA, JJ
KIM, YB
机构
[1] UNIV TENNESSEE,DEPT COMP SCI,KNOXVILLE,TN 37996
[2] OAK RIDGE NATL LAB,MATH SCI SECT,OAK RIDGE,TN 37831
基金
美国国家科学基金会;
关键词
LINEAR ALGEBRA; NONSYMMETRIC EIGENVALUE PROBLEM; HESSENBERG FORM; DISTRIBUTED-MEMORY MULTIPROCESSORS;
D O I
10.1016/0167-8191(95)00015-G
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In this paper, we present an algorithm for the reduction to block upper-Hessenberg form which can be used to solve the nonsymmetric eigenvalue problem on message-passing multicomputers. On such multicomputers, a nonsymmetric matrix can be distributed across processing nodes logically configured into a two-dimensional mesh using the block-cyclic data distribution. Based on the matrix partitioning and mapping, the algorithm employs both Householder reflectors and Givens rotations within each reduction step. We analyze the arithmetic and communication complexities and describe the implementation details of the algorithm on message-passing multicomputers. We discuss two different implementations - synchronous and asynchronous - and present performance results on the Intel iPSC/860 and DELTA. We conclude with an evaluation of the algorithm's communication cost, and suggest areas for further improvement.
引用
收藏
页码:1189 / 1211
页数:23
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