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NASA NTRS1989

A parallel algorithm for the eigenvalues and eigenvectors for a general complex matrix

A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.

Shroff, Gautam↗

NASA NTRS1993

A parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix

A parallel algorithm, called polysection, is presented for computing the eigenvalues of a symmetric tridiagonal matrix. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The signs of the polynomials at the interval endpoints are determined a priori and used to guarantee that all zeros are found. The use of finite-precision arithmetic may result in multiple zeros; however, in this case, the intervals coalesce and their number determines exactly the multiplicity of the zero. For an N x N matrix the eigenvalues can be determined in O(log-squared N) time with N-squared processors and O(N) time with N processors. The method is compared with a parallel variant of bisection that requires O(N-squared) time on a single processor, O(N) time with N processors, and O(log N) time with N-squared processors.

Swarztrauber, Paul N.↗

NASA NTRS1989

An O(log sup 2 N) parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix

An O(log sup 2 N) parallel algorithm is presented for computing the eigenvalues of a symmetric tridiagonal matrix using a parallel algorithm for computing the zeros of the characteristic polynomial. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The exact behavior of the polynomials at the interval endpoints is used to eliminate the usual problems induced by finite precision arithmetic.

Swarztrauber, Paul N.↗

NASA NTRS1986

Simultaneous iterations algorithm for general eigenvalue problems on parallel processors

The method of simultaneous iteration with shift is extended to extraction of m-eigenpairs of a general eigenvalue problem of large order n in a parallel processing environment. The algorithm combines the power method and the Jacobi technique, and reduces to performing four basic operations. Parallel implementation of the algorithm is discussed in detail. The analysis accounts for computation and communication costs, and utilizes a parallel processing architecture of the ensemble type. Expressions for the computational efficiency and speedup are defined as a function of the problem and hardware parameters. Selected representative problems exhibit efficiencies ranging from 60 to 98 percent.

Utku, S.↗

NASA NTRS1989

Parallel Eigenvalue extraction

A new numerical algorithm for the solution of large-order eigenproblems typically encountered in linear elastic finite element systems is presented. The architecture of parallel processing is utilized in the algorithm to achieve increased speed and efficiency of calculations. The algorithm is based on the frontal technique for the solution of linear simultaneous equations and the modified subspace eigenanalysis method for the solution of the eigenproblem. Assembly, elimination and back-substitution of degrees of freedom are performed concurrently, using a number of fronts. All fronts converge to and diverge from a predefined global front during elimination and back-substitution, respectively. In the meantime, reduction of the stiffness and mass matrices required by the modified subspace method can be completed during the convergence/divergence cycle and an estimate of the required eigenpairs obtained. Successive cycles of convergence and divergence are repeated until the desired accuracy of calculations is achieved. The advantages of this new algorithm in parallel computer architecture are discussed.

Akl, Fred A.↗

NASA NTRS1988

Parallel computer methods for eigenvalue extraction

Akl, Fred↗

NASA NTRS1990

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

Dongarra, Jack↗

NASA NTRS1988

A parallel householder tridiagonalization stratagem using scattered row decomposition

Householder's method for tridiagonalizing a real symmetric matrix, a major step in evaluating eigenvalues of the matrix, is modified into a parallel algorithm for a concurrent machine of message passing type. Each processor of the concurrent machine has its own CPU, communications control and local memory. Messages are passed through connections between processors. Although the basic algorithm is inherently serial, the computations can be spread over all processors by scattering different rows of the matrix into processors, hence the term 'Scattered Row Decomposition'. The steps in the serial and the parallel algorithms are identified. Expressions for efficiency and speedup are given in terms of problem and machine parameters. For a concurrent machine of ring type interconnection, a selected representative problem of large order exhibits efficiency approaching 66 per cent.

Chang, H. Y.↗

NASA NTRS1993

Parallel-vector unsymmetric Eigen-Solver on high performance computers

The popular QR algorithm for solving all eigenvalues of an unsymmetric matrix is reviewed. Among the basic components in the QR algorithm, it was concluded from this study, that the reduction of an unsymmetric matrix to a Hessenberg form (before applying the QR algorithm itself) can be done effectively by exploiting the vector speed and multiple processors offered by modern high-performance computers. Numerical examples of several test cases have indicated that the proposed parallel-vector algorithm for converting a given unsymmetric matrix to a Hessenberg form offers computational advantages over the existing algorithm. The time saving obtained by the proposed methods is increased as the problem size increased.

Nguyen, Duc T.↗

NASA NTRS1994

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

DISTRIBUTED MEMORY MULTIPROCES↗

NASA NTRS1993

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Zhang, Hong↗

NASA NTRS1981

Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.↗

NASA NTRS2003

Eigensolver for a Sparse, Large Hermitian Matrix

A parallel-processing computer program finds a few eigenvalues in a sparse Hermitian matrix that contains as many as 100 million diagonal elements. This program finds the eigenvalues faster, using less memory, than do other, comparable eigensolver programs. This program implements a Lanczos algorithm in the American National Standards Institute/ International Organization for Standardization (ANSI/ISO) C computing language, using the Message Passing Interface (MPI) standard to complement an eigensolver in PARPACK. [PARPACK (Parallel Arnoldi Package) is an extension, to parallel-processing computer architectures, of ARPACK (Arnoldi Package), which is a collection of Fortran 77 subroutines that solve large-scale eigenvalue problems.] The eigensolver runs on Beowulf clusters of computers at the Jet Propulsion Laboratory (JPL).

Tisdale, E. Robert↗

NASA NTRS2004

Open-Source Software for Modeling of Nanoelectronic Devices

The Nanoelectronic Modeling 3-D (NEMO 3-D) computer program has been upgraded to open-source status through elimination of license-restricted components. The present version functions equivalently to the version reported in "Software for Numerical Modeling of Nanoelectronic Devices" (NPO-30520), NASA Tech Briefs, Vol. 27, No. 11 (November 2003), page 37. To recapitulate: NEMO 3-D performs numerical modeling of the electronic transport and structural properties of a semiconductor device that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantum-mechanical behavior of the device resolved to the atomistic level of granularity. NEMO 3-D solves the applicable quantum matrix equation on a Beowulf-class cluster computer by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. A prior upgrade of NEMO 3-D incorporated a capability for a strain treatment, parameterized for bulk material properties of GaAs and InAs, for two tight-binding submodels. NEMO 3-D has been demonstrated in atomistic analyses of effects of disorder in alloys and, in particular, in bulk In(x)Ga(1-x)As and in In(0.6)Ga(0.4)As quantum dots.

Oyafuso, Fabiano↗

NASA NTRS2003

Numerical Modeling of Nanoelectronic Devices

Nanoelectronic Modeling 3-D (NEMO 3-D) is a computer program for numerical modeling of the electronic structure properties of a semiconductor device that is embodied in a crystal containing as many as 16 million atoms in an arbitrary configuration and that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantummechanical behavior of the device resolved to the atomistic level of granularity. The system of electrons in the device is represented by a sparse Hamiltonian matrix that contains hundreds of millions of terms. NEMO 3-D solves the matrix equation on a Beowulf-class cluster computer, by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. In a recent update of NEMO 3-D, a new strain treatment, parameterized for bulk material properties of GaAs and InAs, was developed for two tight-binding submodels. The utility of the NEMO 3-D was demonstrated in an atomistic analysis of the effects of disorder in alloys and, in particular, in bulk In(x)Ga(l-x)As and in In0.6Ga0.4As quantum dots.

Klimeck, Gerhard↗

NASA NTRS1988

Eigenvalue computation of large symmetric tridiagonal matrices on concurrent processors

Symmetric tridiagonal eigenvalue problems may arise indirectly in structural dynamic analysis. An algorithm for eigenvalue computation of large symmetric tridiagonal matrices on concurrent processors to meet the challenge of the new emerging computer hardware technology is presented. A standard bisection method in conjunction with Sylvester's Theorem is chosen to be converted into a parallel N-section algorithm. This parallel algorithm takes advantage of the multi-processor environment by carrying out N (number of processors) triangular factorizations of chosen shifted matrices in all processors concurrently and by minimizing communication between processors. The algorithm is designed for local-memory concurrent processors, i.e. message passing type processors. The efficiency and speed-up are given in terms of problem and machine parameters. The algorithm is very efficient when both the number of processors and the number of eigenvalues to be extracted are much smaller than the order of the tridiagonal matrix.

Chang, H. Y.↗

NASA NTRS1989

Algorithms and software for solving finite element equations on serial and parallel architectures

Over the past 15 years numerous new techniques have been developed for solving systems of equations and eigenvalue problems arising in finite element computations. A package called SPARSPAK has been developed by the author and his co-workers which exploits these new methods. The broad objective of this research project is to incorporate some of this software in the Computational Structural Mechanics (CSM) testbed, and to extend the techniques for use on multiprocessor architectures.

George, Alan↗

NASA NTRS1986

Implementation of the Lanczos method for structural vibration analysis on a parallel computer

The use of the Lanczos method in a parallel environment is investigated by implementing the algorithm for structural vibration problems on a parallel computer. It is shown that introducing shifts, assigning each processor a different region in the eigenvalue spectrum, and implementing the Lanczos method in parallel is an effective strategy for speeding up calculations. Test problem results include examples of the 'Lanczos phenomenon' where roundoff error in the vector orthogonalization can result in spurious eigenvalues which must be identified and discarded. The calculation strategy described here permits straightforward determination of these spurious eigenvalues. It is demonstrated that significant speedups in calculation time can be realized over traditional sequential methods.

Bostic, S. W.↗