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Blocked Schur Algorithms for Computing the Matrix Square Root

机译:阻止SCCUR算法,用于计算矩阵平方根

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The Schur method for computing a matrix square root reduces the matrix to the Schur triangular form and then computes a square root of the triangular matrix. We show that by using either standard blocking or recursive blocking the computation of the square root of the triangular matrix can be made rich in matrix multiplication. Numerical experiments making appropriate use of level 3 BLAS show significant speedups over the point algorithm, both in the square root phase and in the algorithm as a whole. In parallel implementations, recursive blocking is found to provide better performance than standard blocking when the parallelism comes only from threaded BLAS, but the reverse is true when parallelism is explicitly expressed using OpenMP. The excellent numerical stability of the point algorithm is shown to be preserved by blocking. These results are extended to the real Schur method. Blocking is also shown to be effective for multiplying triangular matrices.
机译:用于计算矩阵平方根的SCHUR方法将矩阵减小到SCUR三角形形式,然后计算三角形矩阵的平方根。我们表明,通过使用标准阻塞或递归阻塞,可以使三角矩阵的平方根的计算可以富有矩阵乘法。提供适当使用3级BLA的数值实验显示出在平方根阶段和整体算法中的点算法上的显着加速。在并行实现中,发现递归阻塞提供比并行性仅来自线程Blas的标准阻塞的更好的性能,但是当使用OpenMP明确地表达并行性时,反向是真的。显示点算法的优异数值稳定性被封堵保留。这些结果延伸到真实的Schur方法。还显示阻断对于乘以三角矩阵是有效的。

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