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The non-symmetric s-step Lanczos algorithm: Derivation of efficient recurrences and synchronization-reducing variants of BICG and QMR

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Feuerriegel S., Bücker H.

International Journal of Applied Mathematics and Computer Science

2015

tom 25

nr 4

769-785

The Lanczos algorithm is among the most frequently used iterative techniques for computing a few dominant eigenvalues of a large sparse non-symmetric matrix. At the same time, it serves as a building block within biconjugate gradient (BiCG) and quasi-minimal residual (QMR) methods for solving large sparse non-symmetric systems of linear equations. It is well known that, when implemented on distributed-memory computers with a huge number of processes, the synchronization time spent on computing dot products increasingly limits the parallel scalability. Therefore, we propose synchronizationreducing variants of the Lanczos, as well as BiCG and QMR methods, in an attempt to mitigate these negative performance effects. These so-called s-step algorithms are based on grouping dot products for joint execution and replacing timeconsuming matrix operations by efficient vector recurrences. The purpose of this paper is to provide a rigorous derivation of the recurrences for the s-step Lanczos algorithm, introduce s-step BiCG and QMR variants, and compare the parallel performance of these new s-step versions with previous algorithms.

Ograniczanie wyników

1 International Journal of Applied Mathematics and Computer Science

1 Bücker H.

1 Feuerriegel S.

1 2015

Wyniki wyszukiwania

The non-symmetric s-step Lanczos algorithm: Derivation of efficient recurrences and synchronization-reducing variants of BICG and QMR