A. Cooper et al., External selective orthogonalization for the Lanczos algorithm in distributed memory environments, PARALLEL C, 27(7), 2001, pp. 913-923
The k-step explicit restart Lanczos algorithm, LExpRes, for the computation
of a few of the extreme eigenpairs of large, usually sparse, symmetric mat
rices, computes one eigenpair at a time using a deflation technique in whic
h each Lanczos vector generated is orthogonalized against all previously co
nverged eigenvectors. The computation of the inner products associated with
this external orthogonalization often creates a bottleneck in parallel dis
tributed memory environments. In this paper methods are proposed which sign
ificantly reduce this computational overhead in LExpRes, thereby effectivel
y improving its efficiency. The performances of these methods on the Cray-T
3D and the Cray-T3E are assessed and critically compared with that of the o
riginal algorithm. (C) 2001 Elsevier Science B.V. All rights reserved.