BLOCKED ALGORITHMS FOR THE REDUCTION TO HESSENBERG-TRIANGULAR FORM REVISITED

被引:24
作者
Kagstrom, B. [1 ,2 ]
Kressner, D. [3 ]
Quintana-Orti, E. S. [4 ]
Quintana-Orti, G. [4 ]
机构
[1] Umea Univ, Dept Comp Sci, SE-90187 Umea, Sweden
[2] Umea Univ, HPC2N, SE-90187 Umea, Sweden
[3] Swiss Fed Inst Technol, Seminar Angew Math, Zurich, Switzerland
[4] Univ Jaume 1, Dept Ingn & Ciencia Comp, Castellon de La Plana 12071, Spain
基金
瑞典研究理事会;
关键词
generalized eigenvalue problems; Hessenberg-triangular form; QZ algorithm; orthogonal transformations; high-performance computing; level; 3; BLAS; blocked algorithms;
D O I
10.1007/s10543-008-0180-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We present two variants of Moler and Stewart's algorithm for reducing a matrix pair to Hessenberg-triangular (HT) form with increased data locality in the access to the matrices. In one of these variants, a careful reorganization and accumulation of Givens rotations enables the use of efficient level 3 BLAS. Experimental results on four different architectures, representative of current high performance processors, compare the performances of the new variants with those of the implementation of Moler and Stewart's algorithm in subroutine DGGHRD from LAPACK, Dackland and Kagstrom's two-stage algorithm for the HT form, and a modified version of the latter which requires considerably less flops.
引用
收藏
页码:563 / 584
页数:22
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