Skip to main content
Log in

A parallel structured banded DC algorithm for symmetric eigenvalue problems

  • Regular Paper
  • Published:
CCF Transactions on High Performance Computing Aims and scope Submit manuscript

Abstract

In this paper, a novel parallel structured divide-and-conquer (DC) algorithm is proposed for symmetric banded eigenvalue problems, denoted by PBSDC, which modifies the classical parallel banded DC (PBDC) algorithm by reducing its computational cost. The main tool that PBSDC uses is a parallel structured matrix multiplication algorithm (PSMMA), which can be much faster than the general dense matrix multiplication ScaLAPACK routine PDGEMM. Numerous experiments have been performed on Tianhe-2 supercomputer to compare PBSDC with PBDC and ELPA. For matrices with few deflations, PBSDC can be much faster than PBDC since computations are saved. For matrices with many deflations and/or small bandwidths, PBSDC can be faster than the tridiagonalization-based DC implemented in LAPACK and ELPA. However, PBSDC would become slower than ELPA for matrices with relatively large bandwidths.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  • Ambikasaran, S., Darve, E.: An \({\cal{O} }(n\log n)\) fast direct solver for partial hierarchically semi-separable matrices. J. Sci. Comput. 57(3), 477–501 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  • Arbenz, P.: Divide-and-conquer algorithms for the bandsymmetric eigenvalue problem. Parallel Comput. 18, 1105–1128 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  • Auckenthaler, T., Blum, V., Bungartz, H.J., Huckle, T., Johanni, R., Krämer, L., Lang, B., Lederer, H., Willems, P.R.: Parallel solution of partial symmetric eigenvalue problems from electronic structure calculations. Parallel Comput. 37(12), 783–794 (2011)

    Article  Google Scholar 

  • Bai, Y.H., Ward, R.C.: A parallel symmetric block-tridiagonal divide-and-conquer algorithm. ACM Trans. Math. Softw. 33(4), 1–23 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  • Bischof, C.H., Lang, B., Sun, X.: A framework for symmetric band reduction. ACM Trans. Math. Softw. 26(4), 581–601 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  • Bischof, C.H., Lang, B., Sun, X.B.: Algorithm 807: the SBR toolbox-software for successive band reduction. ACM Trans. Math. Softw. 26(4), 602–616 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  • Bunch, J.R., Nielsen, C.P., Sorensen, D.C.: Rank one modification of the symmetric eigenproblem. Numer. Math. 31, 31–48 (1978)

    Article  MathSciNet  MATH  Google Scholar 

  • Cannon, L.E.: A Cellular Computer to Implement the Kalman Filter Algorithm. Ph.D. thesis, College of Engineering, Montana State Univesity (1969)

  • Chandrasekaran, S., Dewilde, P., Gu, M., Pals, T., Sun, X., van der Veen, A.J., White, D.: Some fast algorithms for sequentially semiseparable representation. SIAM J. Matrix Anal. Appl. 27, 341–364 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  • Chandrasekaran, S., Dewilde, P., Gu, M., Lyons, W., Pals, T.: A fast solver for HSS representations via sparse matrices. SIAM J. Matrix Anal. Appl. 29, 67–81 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  • Choi, J., Walker, D.W., Dongarra, J.J.: Pumma: Parallel universal matrix multiplication algorithms on distributed memory concurrent computers. Concurr. Comput. Pract. Exper. 6(7), 543–570 (1994)

    Article  Google Scholar 

  • Cuppen, J.J.M.: A divide and conquer method for the symmetric tridiagonal eigenproblem. Numer. Math. 36, 177–195 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  • Davis, T., Hu, Y.: The University of Florida sparse matrix collection. ACM Trans. Math. Softw. 38(1), 1:1-1:25 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  • Demmel, J.: Applied Numerical Linear Algebra. SIAM, Philadelphia (1997)

    Book  MATH  Google Scholar 

  • Dhillon, I.S.: A New \(o(n^2)\) Algorithm for the Symmetric Tridiagonal Eigenvalue/Eigenvector Problem. Ph.D. thesis, Computer Science Division, University of California, Berkeley, California (1997)

  • Eidelman, Y., Gohberg, I.: On a new class of structured matrices. Integr. Eqn. Oper. Theory 34, 293–324 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  • Fox, G.C., Otto, S.W., Hey, A.J.G.: Matrix algorithms on a hypercube I: matrix multiplication. Parallel Comput. 4(1), 17–31 (1987)

    Article  MATH  Google Scholar 

  • Francis, J.G.: The QR transformation-part 2. Comput. J. 4(4), 332–345 (1962)

    Article  Google Scholar 

  • Gansterer, W.N., Ward, R.C., Muller, R.P., III, W.A.G.: Computing approximate eigenpairs of symmetric block tridiagonal matrices. SIAM J. Sci. Comput. 25, 65–85 (2003)

  • Gansterer, W.N., Ward, R.C., Muller, R.P.: An extension of the divide-and-conquer method for a class of symmetric block-tridiagonal eigenproblems. ACM Trans. Math. Softw. 28(1), 45–58 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  • Gu, M.: Studies in Numerical Linear Algebra. Ph.D. thesis, Department of Computer Science, Yale University, New Haven, CT (1993)

  • Gu, M., Eisenstat, S.C.: A stable and efficient algorithm for the rank-one modification of the symmetric eigenproblem. SIAM J. Matrix Anal. Appl. 15, 1266–1276 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  • Gu, M., Eisenstat, S.C.: A divide-and-conquer algorithm for the bidiagonal SVD. SIAM J. Matrix Anal. Appl. 16(1), 79–92 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  • Gu, M., Eisenstat, S.C.: A divide-and-conquer algorithm for the symmetric tridiagonal eigenproblem. SIAM J. Matrix Anal. Appl. 16, 172–191 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  • Hackbusch, W.: A sparse matrix arithmetic based on \({\cal{H}}\)-matrices. Part I: introduction to \({\cal{H}}\)-matrices. Computing 62, 89–108 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  • Hackbusch, W., Börm, S.: Data-sparse approximation by adaptive \({\cal{H} }^2\)-matrices. Computing 69, 1–35 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  • Hackbusch, L.G.W., Khoromskij, B.: Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices. Computing 70, 121–165 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  • Haidar, A., Ltaief, H., Dongarra, J.: Toward a high performance tile divide and conquer algorithm for the dense symmetric eigenvalue problem. SIAM J. Sci. Comput. 34(6), C249–C274 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  • Imamura, T., Yamada, S., Yoshida, M.: Development of a high-performance eigensolver on a peta-scale next-generation supercomputer system. Prog. Nucl. Sci. Technol. 2, 643–650 (2011)

    Article  Google Scholar 

  • Kressner, D., Susnjara, A.: Fast computation of spectral projectors of banded matrices. SIAM J. Matrix Anal. Appl. 38(3), 984–1009 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  • Li, S., Wu, X., Roman, J.E., Yuan, Z., Wang, R., Cheng, L.: A parallel direct eigensolver for sequences of hermitian eigenvalue problems with no tridiagonalization. https://arxiv.org/abs/2012.00506 (2020)

  • Li, S., Gu, M., Cheng, L., Chi, X., Sun, M.: An accelerated divide-and-conquer algorithm for the bidiagonal SVD problem. SIAM J. Matrix Anal. Appl. 35(3), 1038–1057 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  • Li, S., Rouet, F.H., Liu, J., Huang, C., Gao, X., Chi, X.: An efficient hybrid tridiagonal divide-and-conquer algorithm on distributed memory architectures. J. Comput. Appl. Math. 344, 512–520 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  • Liao, X., Xiao, L., Yang, C., Lu, Y.: Milkyway-2 supercomputer: system and application. Front. Comput. Sci. 8(3), 345–356 (2014)

    Article  MathSciNet  Google Scholar 

  • Liao, X., Pang, Z., Wang, K., Lu, Y., Xie, M., Xia, J., Dong, D., Suo, G.: High performance interconnect network for Tianhe system. J. Comput. Sci. Tech. 30(2), 259–272 (2015)

    Article  Google Scholar 

  • Liao, X., Li, S., Cheng, L., Gu, M.: An improved divide-and-conquer algorithm for the banded matrices with narrow bandwidths. Comput. Math. Appl. 71, 1933–1943 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  • Liao, X., Li, S., Lu, Y., Roman, J.E.: A parallel structured divide-and-conquer algorithm for symmetric tridiagonal eigenvalue problems. IEEE Trans. Parallel Distrib. Syst. 32(2), 367–378 (2021)

    Article  Google Scholar 

  • Marek, A., Blum, V., Johanni, R., Havu, V., Lang, B., Auckenthaler, T., Heinecke, A., Bungartz, H., Lederer, H.: The ELPA library: scalable parallel eigenvalue solutions for electronic structure theory and computational science. J. Phys. Condens. Matter 26, 1–15 (2014)

    Article  Google Scholar 

  • Martin, R.M.: Electronic Structure: Basic Theory and Practical Methods. Cambridge University Press, Cambridge (2008)

    MATH  Google Scholar 

  • Parlett, B.N.: The Symmetric Eigenvalue Problem. SIAM, Philadelphia (1998)

    Book  MATH  Google Scholar 

  • Petschow, M., Peise, E., Bientinesi, P.: High-performance solvers for dense Hermitian eigenproblems. SIAM J. Numer. Anal. 35, C1–C22 (2013)

    MathSciNet  MATH  Google Scholar 

  • Pichon, G., Haidar, A., Faverge, M., Kurzak, J.: Divide and conquer symmetric tridiagonal eigensolver for multicore architectures. 2015 IEEE International Parallel and Distributed Processing Symposium pp. 51–60 (2015)

  • Rouet, F., Li, X., Ghysels, P., Napov, A.: A distributed-memory package for dense hierarchically semi-separable matrix computations using randomization. ACM Trans. Math. Softw. 42(4), 27:1–35 (2016)

  • Šušnjara, A., Kressner, D.: A Fast Spectral Divide-and-Conquer Method for Banded Matrices. arXiv preprint arXiv:1801.04175 (2018)

  • Tisseur, F., Dongarra, J.: A parallel divide and conquer algorithm for the symmetric eigenvalue problem on distributed memory architectures. SIAM J. Sci. Comput. 20(6), 2223–2236 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  • Vandebril, R., Van Barel, M., Mastronardi, N.: Matrix Computations and Semiseparable Matrices, Volume I: linear systems. Johns Hopkins University Press (2008)

    Book  MATH  Google Scholar 

  • Vogel, J., Xia, J., Cauley, S., Balakrishnan, V.: Superfast divide-and-conquer method and perturbation analysis for structured eigenvalue solutions. SIAM J. Sci. Comput. 38(3), A1358–A1382 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  • Wilkinson, J.: The Algebraic Eigenvalue Problem. Oxford University Press, New York (1965)

    MATH  Google Scholar 

  • Willems, P.R., Lang, B.: A framework for the \(MR^3\) algorithm: theory and implementation. SIAM J. Sci. Comput. 35(2), A740–A766 (2013)

    Article  MATH  Google Scholar 

  • Xia, J., Chandrasekaran, S., Gu, M., Li, X.S.: Superfast multifrontal method for large structured linear systems of equation. SIAM J. Matrix Anal. Appl. 31, 1382–1411 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang, H., Smith, B., Sternberg, M., Zapol, P.: SIPs: shift-and-invert parallel spectral transformations. ACM Trans. Math. Softw. (TOMS) 33(2), 1–19 (2007)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the referees for their valuable comments. This work is supported in part by NSFC (No. 2021YFB0300101, 62073333, 61902411, 62032023, 12002382, 11275269, 42104078), 173 Program of China (2020-JCJQ-ZD-029), Open Research Fund from State Key Laboratory of High Performance Computing of China (HPCL) (No. 202101-01), Guangdong Natural Science Foundation (2018B030312002), and the Program for Guangdong Introducing Innovative and Entrepreneurial Teams under Grant (No. 2016ZT06D211). Jose E. Roman is supported by the Spanish Agencia Estatal de Investigación (AEI) under project SLEPc-DA (PID2019-107379RB-I00). On behalf of all authors, the corresponding author states that there is no conflict of interest.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xia Liao.

Rights and permissions

Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Li, S., Liao, X., Lu, Y. et al. A parallel structured banded DC algorithm for symmetric eigenvalue problems. CCF Trans. HPC 5, 116–128 (2023). https://doi.org/10.1007/s42514-022-00117-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s42514-022-00117-9

Keywords

Mathematics Subject Classification

Navigation