Reduction to Condensed Forms for Symmetric Eigenvalue Problems on Multi-core Architectures

Abstract

We investigate the performance of the routines in LAPACK and the Successive Band Reduction (SBR) toolbox for the reduction of a dense matrix to tridiagonal form, a crucial preprocessing stage in the solution of the symmetric eigenvalue problem, on general-purpose multi-core processors. In response to the advances of hardware accelerators, we also modify the code in SBR to accelerate the computation by off-loading a significant part of the operations to a graphics processor (GPU). Performance results illustrate the parallelism and scalability of these algorithms on current high-performance multi-core architectures.