A Parallel Eigensolver for Dense Symmetric Matrices Based on Multiple Relatively Robust Representations

• Authors: Paolo Bientinesi;Inderjit S. Dhillon;Robert A. van de Geijn
• Venue: SIAM Journal on Scientific Computing
• Year: 2005

We present a new parallel algorithm for the dense symmetric eigenvalue/eigenvector problem that is based upon the tridiagonal eigensolver, Algorithm $\mbox{\sf MR}^3$, recently developed by Dhillon and Parlett. Algorithm $\mbox{\sf MR}^3$ has a complexity of O(n2) operations for computing all eigenvalues and eigenvectors of a symmetric tridiagonal problem. Moreover the algorithm requires only O(n) extra workspace and can be adapted to compute any subset of k eigenpairs in O(nk) time. In contrast, all earlier stable parallel algorithms for the tridiagonal eigenproblem require O(n3) operations in the worst case, while some implementations, such as divide and conquer, have an extra O(n2) memory requirement. The proposed parallel algorithm balances the workload equally among the processors by traversing a matrix-dependent representation tree which captures the sequence of computations performed by Algorithm $\mbox{\sf MR}^3$. The resulting implementation allows problems of very large size to be solved efficiently---the largest dense eigenproblem solved in-core on a 256 processor machine with 2 GBytes of memory per processor is for a matrix of size 128,000 $\times$ 128,000, which required about 8 hours of CPU time. We present comparisons with other eigensolvers and results on matrices that arise in the applications of computational quantum chemistry and finite element modeling of automobile bodies.