English

Accelerating eigenvector and pseudospectra computation using blocked multi-shift triangular solves

Mathematical Software 2016-08-02 v2 Numerical Analysis Numerical Analysis

Abstract

Multi-shift triangular solves are basic linear algebra calculations with applications in eigenvector and pseudospectra computation. We propose blocked algorithms that efficiently exploit Level 3 BLAS to perform multi-shift triangular solves and safe multi-shift triangular solves. Numerical experiments indicate that computing triangular eigenvectors with a safe multi-shift triangular solve achieves speedups by a factor of 60 relative to LAPACK. This algorithm accelerates the calculation of general eigenvectors threefold. When using multi-shift triangular solves to compute pseudospectra, we report ninefold speedups relative to EigTool.

Cite

@article{arxiv.1607.01477,
  title  = {Accelerating eigenvector and pseudospectra computation using blocked multi-shift triangular solves},
  author = {Tim Moon and Jack Poulson},
  journal= {arXiv preprint arXiv:1607.01477},
  year   = {2016}
}

Comments

20 pages, 6 figures

R2 v1 2026-06-22T14:46:38.598Z