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Toward a High Performance Tile Divide and Conquer Algorithm for the Dense Symmetric Eigenvalue Problem

机译:面向密集对称特征值问题的高性能平铺分治算法

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摘要

Classical solvers for the dense symmetric eigenvalue problem suffer from the first step, which involves a reduction to tridiagonal form that is dominated by the cost of accessing memory during the panel factorization. The solution is to reduce the matrix to a banded form, which then requires the eigenvalues of the banded matrix to be computed. The standard divide and conquer algorithm can be modified for this purpose. The paper combines this insight with tile algorithms that can be scheduled via a dynamic runtime system to multicore architectures. A detailed analysis of performance and accuracy is included. Performance improvements of 14-fold and 4-fold speedups are reported relative to LAPACK and Intel's Math Kernel Library.
机译:密集对称特征值问题的经典求解器要经历第一步,即简化为对角线形式,这主要由面板分解过程中访问内存的成本决定。解决方案是将矩阵简化为带状形式,然后需要计算带状矩阵的特征值。为此,可以修改标准分治法。本文将这种见解与可通过动态运行时系统调度到多核体系结构的切片算法结合在一起。包括性能和准确性的详细分析。据报道,相对于LAPACK和英特尔的数学内核库,性能提高了14倍和4倍。

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