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arXiv 1008.0201math.NAcs.NA
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并行雅可比算法的新改进

Novel Modifications of Parallel Jacobi Algorithms

Faculty of Mechanical Engineering and Naval Architecture, University of Zagreb(萨格勒布大学机械与船舶工程学院);Department of Mathematics, University of Zagreb(萨格勒布大学数学系);MSV sustavi d.o.o.(MSV系统有限责任公司)

Sanja Singer, Sasa Singer, Vedran Novakovic, Aleksandar Uscumlic, Vedran Dunjko

AI总结:

针对Hermitian矩阵特征值问题,提出两类单边三角和双曲雅可比型算法的新并行化技术,并引入枢轴策略提升并行单边算法速度,数值测试表明双曲算法可能优于三角算法。

摘要:

我们描述了两类主要的单边三角和双曲雅可比型算法,用于计算Hermitian矩阵的特征值和特征向量。这些类型的算法相比于许多其他特征值算法具有显著优势。如果矩阵允许,两种类型的算法都能以高相对精度计算特征值和特征向量。 我们为三角和双曲两类算法提出了新颖的并行化技术,以及一些关于如何在算法的每个循环中进行枢轴选择以提高并行单边算法速度的新思路。这些并行化方法适用于分布式内存和共享内存机器。 进行的数值测试表明,双曲算法可能优于三角算法,尽管理论上后者似乎更自然。

英文摘要:

We describe two main classes of one-sided trigonometric and hyperbolic Jacobi-type algorithms for computing eigenvalues and eigenvectors of Hermitian matrices. These types of algorithms exhibit significant advantages over many other eigenvalue algorithms. If the matrices permit, both types of algorithms compute the eigenvalues and eigenvectors with high relative accuracy. We present novel parallelization techniques for both trigonometric and hyperbolic classes of algorithms, as well as some new ideas on how pivoting in each cycle of the algorithm can improve the speed of the parallel one-sided algorithms. These parallelization approaches are applicable to both distributed-memory and shared-memory machines. The numerical testing performed indicates that the hyperbolic algorithms may be superior to the trigonometric ones, although, in theory, the latter seem more natural.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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