• Media type: E-Article
  • Title: The Non–Symmetric s–Step Lanczos Algorithm: Derivation of Efficient Recurrences and Synchronization–Reducing Variants of BiCG and QMR
  • Contributor: Feuerriegel, Stefan; Bücker, H. Martin
  • Published: Walter de Gruyter GmbH, 2015
  • Published in: International Journal of Applied Mathematics and Computer Science, 25 (2015) 4, Seite 769-785
  • Language: English
  • DOI: 10.1515/amcs-2015-0055
  • ISSN: 2083-8492
  • Keywords: Applied Mathematics ; Engineering (miscellaneous) ; Computer Science (miscellaneous)
  • Origination:
  • Footnote:
  • Description: <jats:title>Abstract</jats:title> <jats:p>The Lanczos algorithm is among the most frequently used iterative techniques for computing a few dominant eigenvalues of a large sparse non-symmetric matrix. At the same time, it serves as a building block within biconjugate gradient (BiCG) and quasi-minimal residual (QMR) methods for solving large sparse non-symmetric systems of linear equations. It is well known that, when implemented on distributed-memory computers with a huge number of processes, the synchronization time spent on computing dot products increasingly limits the parallel scalability. Therefore, we propose synchronization-reducing variants of the Lanczos, as well as BiCG and QMR methods, in an attempt to mitigate these negative performance effects. These so-called <jats:italic>s</jats:italic>-step algorithms are based on grouping dot products for joint execution and replacing time-consuming matrix operations by efficient vector recurrences. The purpose of this paper is to provide a rigorous derivation of the recurrences for the <jats:italic>s</jats:italic>-step Lanczos algorithm, introduce <jats:italic>s</jats:italic>-step BiCG and QMR variants, and compare the parallel performance of these new <jats:italic>s</jats:italic>-step versions with previous algorithms.</jats:p>