Abstract
In this paper we consider the problem of computing generalized eigenvectors of a matrix pencil in real Schur form. In exact arithmetic, this problem can be solved using substitution. In practice, substitution is vulnerable to floating-point overflow. The robust solvers xtgevc in LAPACK prevent overflow by dynamically scaling the eigenvectors. These subroutines are scalar and sequential codes which compute the eigenvectors one by one. In this paper, we discuss how to derive robust algorithms which are blocked and parallel. The new StarNEig library contains a robust task-parallel solver Zazamoukh which runs on top of StarPU. Our numerical experiments show that Zazamoukh achieves a super-linear speedup compared with dtgevc for sufficiently large matrices.
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References
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Acknowledgments
This work is part of a project (NLAFET) that has received funding from the European Union’s Horizon 2020 research and innovation programme under grant agreement No 671633. This work was supported by the Swedish strategic research programme eSSENCE. We thank the High Performance Computing Center North (HPC2N) at Umeå University for providing computational resources and valuable support during test and performance runs.
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Kjelgaard Mikkelsen, C.C., Myllykoski, M. (2020). Parallel Robust Computation of Generalized Eigenvectors of Matrix Pencils. In: Wyrzykowski, R., Deelman, E., Dongarra, J., Karczewski, K. (eds) Parallel Processing and Applied Mathematics. PPAM 2019. Lecture Notes in Computer Science(), vol 12043. Springer, Cham. https://doi.org/10.1007/978-3-030-43229-4_6
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DOI: https://doi.org/10.1007/978-3-030-43229-4_6
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