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Parallel eigenvalue reordering in real Schur forms

2009; Wiley; Volume: 21; Issue: 9 Linguagem: Inglês

10.1002/cpe.1386

1532-0634

Robert Granat, Bo Kågström, Daniel Kreßner,

Interconnection Networks and Systems

Abstract A parallel algorithm for reordering the eigenvalues in the real Schur form of a matrix is presented and discussed. Our novel approach adopts computational windows and delays multiple outside‐window updates until each window has been completely reordered locally. By using multiple concurrent windows the parallel algorithm has a high level of concurrency, and most work is level 3 BLAS operations. The presented algorithm is also extended to the generalized real Schur form. Experimental results for ScaLAPACK‐style Fortran 77 implementations on a Linux cluster confirm the efficiency and scalability of our algorithms in terms of more than 16 times of parallel speedup using 64 processors for large‐scale problems. Even on a single processor our implementation is demonstrated to perform significantly better compared with the state‐of‐the‐art serial implementation. Copyright © 2009 John Wiley & Sons, Ltd.