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Computing the smallest eigenvalue of large ill-conditioned Hankel matrices

机译:计算大病态Hankel的最小特征值   矩阵

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摘要

This paper presents a parallel algorithm for finding the smallest eigenvalueof a particular form of ill-conditioned Hankel matrix, which requires the useof extremely high precision arithmetic. Surprisingly, we find thatcommonly-used approaches that are designed for high efficiency are actuallyless efficient than a direct approach under these conditions. We then develop aparallel implementation of the algorithm that takes into account the unusuallyhigh cost of individual arithmetic operations. Our approach combines messagepassing and shared memory, achieving near-perfect scalability and hightolerance for network latency. We are thus able to find solutions for muchlarger matrices than has been previously possible, with the potential forextending this work to systems with greater levels of parallelism.
机译:本文提出了一种并行算法,用于寻找特定形式的病态汉克尔矩阵的最小特征值,这需要使用极高精度的算法。令人惊讶地,我们发现在这些条件下,为实现高效率而设计的常用方法实际上比直接方法效率低下。然后,我们考虑到单个算术运算的非同寻常的高成本,开发了该算法的并行实现。我们的方法结合了消息传递和共享内存,实现了近乎完美的可扩展性和对网络延迟的高度容忍。因此,我们能够找到比以前更大的矩阵解决方案,并且有可能将该工作扩展到具有更高并行度的系统。

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