Solution of large, dense symmetric generalized eigenvalue problems using secondary storage

Autor:	Horst D. Simon, Roger G. Grimes
Rok vydání:	1988
Předmět:	Inverse iteration Band matrix Applied Mathematics Mathematical analysis Linear algebra Positive-definite matrix Software Eigenvalues and eigenvectors Eigenvalue perturbation Matrix calculus Mathematics Cholesky decomposition
Zdroj:	ACM Transactions on Mathematical Software. 14:241-256
ISSN:	1557-7295 0098-3500
DOI:	10.1145/44128.44130
Popis:	This paper describes a new implementation of algorithms for solving large, dense symmetric eigen-problems AX = BX Λ, where the matrices A and B are too large to fit in the central memory of the computer. Here A is assumed to be symmetric, and B symmetric positive definite. A combination of block Cholesky and block Householder transformations are used to reduce the problem to a symmetric banded eigenproblem whose eigenvalues can be computed in central memory. Inverse iteration is applied to the banded matrix to compute selected eigenvectors, which are then transformed back to eigenvectors of the original problem. This method is especially suitable for the solution of large eigenproblems arising in quantum physics, using a vector supercomputer with fast secondary storage device such as the Cray X-MP with SSD. Some numerical results demonstrate the efficiency of the new implementation.
Databáze:	OpenAIRE
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