奇异值分解和对称特征问题的有效单侧Jacobi算法

B. Zhou, R. Brent, M. Kahn
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引用次数: 9

摘要

提出了一种利用单侧Jacobi并行求解奇异阀分解和对称本征阀问题的方法。描述了单侧Jacobi计算的一种平行环排序。这种排序的一个显著特征是它可以在每次扫描中对列规范进行排序,这对于实现快速收敛非常重要。报道了富士通AP1000和富士通VPP500的实验结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Efficient one-sided Jacobi algorithms for singular value decomposition and the symmetric eigenproblem
A method which uses one-sided Jacobi to solve singular valve decomposition and the symmetric eigen-valve problem in parallel is presented. We describe a parallel ring ordering for one-sided Jacobi computation. One distinctive feature of this ordering is that it can sort column norms in each sweep, which is very important to achieve fast convergence. Experimental results on both the Fujitsu AP1000 and the Fujitsu VPP500 are reported.<>
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