Naslov
A hybrid m-Hessenberg reduction algorithm

Autori
Bujanović, Zvonimir

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, neobjavljeni rad, znanstveni

Skup
Parallel Matrix Algorithms and Applications 2010

Mjesto i datum
Basel, Švicarska, 29.06.2010. - 02.07.2010

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
Hessenberg form; hybrid algorithm

Sažetak
The m-Hessenberg form (also known as banded Hessenberg form with lower bandwidth m) of a given matrix A is a matrix H orthogonally similar to A such that H(i, j) = 0 for all i, j such that i > j + m. The need for reducing a matrix to an m-Hessenberg form occurs e.g. in control theory as the reduction to the controller Hessenberg form and also in some implementations of the block Arnoldi algorithm for computing the eigenvalues of a large sparse matrix. In this talk we analyze and improve the implementation of this reduction. The improvement introduces blocking with a sophisticated performance boost for larger values of m. We also incorporate a hybrid CPU+GPU and analyze the performance benefits.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA