Improved Accuracy and Parallelism for MRRR-Based Eigensolvers -- A Mixed Precision Approach
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Otros documentos de la autoría: Petschow, Matthias; Quintana-Orti, Enrique S.; Bientinesi, Paolo
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Título
Improved Accuracy and Parallelism for MRRR-Based Eigensolvers -- A Mixed Precision ApproachFecha de publicación
2014Editor
Society for Industrial and Applied MathematicsCita bibliográfica
PETSCHOW, M.; QUINTANA-ORTÍ, E. S.; BIENTINESI, P. Improved Accuracy and Parallelism for MRRR-Based Eigensolvers---A Mixed Precision Approach. SIAM Journal on Scientific Computing, 2014, 36.2: C240-C263.Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
http://epubs.siam.org/doi/abs/10.1137/130911561Palabras clave / Materias
Resumen
The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based ... [+]
The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to real tridiagonal form. For its solution, the algorithm of multiple relatively robust representations (MRRR) is among the fastest methods. Although fast, the solvers based on MRRR do not deliver the same accuracy as competing methods like Divide & Conquer or the QR algorithm. In this paper, we demonstrate that the use of mixed precisions leads to improved accuracy of MRRR-based eigensolvers with limited or no performance penalty. As a result, we obtain eigensolvers that are not only as accurate as or more accurate than the best available methods, but also---under most circumstances---faster and more scalable than the competition. [-]
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SIAM Journal on Scientific Computing, 2014, 36.2Derechos de acceso
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info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
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