Corpus ID: 2757233

Accelerating eigenvector and pseudospectra computation using blocked multi-shift triangular solves

@article{Moon2016AcceleratingEA,
  title={Accelerating eigenvector and pseudospectra computation using blocked multi-shift triangular solves},
  author={Tim Moon and J. Poulson},
  journal={ArXiv},
  year={2016},
  volume={abs/1607.01477}
}
  • Tim Moon, J. Poulson
  • Published 2016
  • Computer Science, Mathematics
  • ArXiv
  • Multi-shift triangular solves are basic linear algebra calculations with applications in eigenvector and pseudospectra computation. We propose blocked algorithms that efficiently exploit Level 3 BLAS to perform multi-shift triangular solves and safe multi-shift triangular solves. Numerical experiments indicate that computing triangular eigenvectors with a safe multi-shift triangular solve achieves speedups by a factor of 60 relative to LAPACK. This algorithm accelerates the calculation of… CONTINUE READING

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