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Explicitly restarted Lanczos algorithms in an MPP environment

โœ Scribed by M. Szularz; J. Weston; M. Clint


Book ID
104304712
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
192 KB
Volume
25
Category
Article
ISSN
0167-8191

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โœฆ Synopsis


The Lanczos algorithm is one of the principal methods for the computation of a small part of the eigenspectrum of large, sparse, real symmetric matrices. A single-vector, explicitly restarted variant of the Lanczos method is proposed in this paper. The algorithm ยฎnds only one eigenpair at a time using a deยฏation technique in which the Lanczos factorization for the current eigenpair is generated in the null space of all previously computed eigenvectors. This approach yields a ยฎxed k-step restarting scheme which permits short Lanczos factorizations and almost completely eliminates the reorthogonalization among the Lanczos vectors. The orthogonalization strategy developed falls naturally into the class of selective orthogonalization strategies as classiยฎed by Simon. `Reverse communication' software for the implementation of the proposed variant on a Connection Machine CM-200 with 8K processors and on a Cray T3D with 32 processors is discussed. Test results on the CM-200 using examples from the HarwellยฑBoeing collection of sparse matrices show the method to be very eective when compared with Sorensen's state-of-the-art routine taken from the ARPACK library. The method has ยฎxed, small storage requirements, copes easily with genuinely multiple eigenvalues and is guaranteed to converge to the desired eigenvalues.


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