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