Toward a High Performance Tile Divide and Conquer Algorithm for the Dense Symmetric Eigenvalue Problem
Type
ArticleKAUST Department
KAUST Supercomputing Laboratory (KSL)Date
2012-01Permanent link to this record
http://hdl.handle.net/10754/555650
Metadata
Show full item recordAbstract
Classical solvers for the dense symmetric eigenvalue problem suffer from the first step, which involves a reduction to tridiagonal form that is dominated by the cost of accessing memory during the panel factorization. The solution is to reduce the matrix to a banded form, which then requires the eigenvalues of the banded matrix to be computed. The standard divide and conquer algorithm can be modified for this purpose. The paper combines this insight with tile algorithms that can be scheduled via a dynamic runtime system to multicore architectures. A detailed analysis of performance and accuracy is included. Performance improvements of 14-fold and 4-fold speedups are reported relative to LAPACK and Intel's Math Kernel Library.Citation
Toward a High Performance Tile Divide and Conquer Algorithm for the Dense Symmetric Eigenvalue Problem 2012, 34 (6):C249 SIAM Journal on Scientific ComputingAdditional Links
http://epubs.siam.org/doi/abs/10.1137/110823699ae974a485f413a2113503eed53cd6c53
10.1137/110823699