Evaluation of Several Variants of Explicitly Restarted Lanczos Eigensolvers and their Parallel Implementation
Vicente Hernández (Universidad Politecnica de Valencia)Jose E. Roman (Universidad Politecnica de Valencia)
Andres Tomas (Universidad Politecnica de Valencia)
Abstract:
It is well known that the Lanczos process suffers from loss of orthogonality in the case of finite-precision arithmetic. Several approaches have been proposed in order to address this issue, thus enabling the successful computation of approximate eigensolutions. However, these techniques have been studied mainly in the context of long Lanczos runs, but not for restarted Lanczos eigensolvers. Several variants of the explicitly restarted Lanczos algorithm employing different reorthogonalization strategies have been implemented in SLEPc, the Scalable Library for Eigenvalue Computations. The aim of this work is to assess the numerical robustness of the proposed implementations as well as to study the impact of reorthogonalization in parallel efficiency.
Keywords:
Numerical Methods (Linear algebra), Parallel and Distributed Computing,
