Efficient biorthogonal Lanczos algorithm on message passing parallel computer

  • Authors:
  • Sun Kyung Kim

  • Affiliations:
  • School of Computer and Information Technology, Daegu University, Korea

  • Venue:
  • MTPP'10 Proceedings of the Second Russia-Taiwan conference on Methods and tools of parallel programming multicomputers
  • Year:
  • 2010

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Abstract

Many important scientific and engineering problems require the computation of a small number of eigenvalues of large nonsymmetric matrices. The biorthogonal Lanczos method is one of the methods to solve that problem. In this paper, we introduce the s-step biorthogonal Lanczos method generating reduction matrices which are similar to reduction matrices generated by the standard biorthogonal Lanczos method. The s-step generalization of biorthogonal Lanczos method enhances parallel properties by forming s simultaneous search direction vectors. The s-step biorthogonal Lanczos method has the minimized synchronization points, which resulted in the minimized global communication compared to the standard biorthogonal Lanczos method.