A framework for the MR3 algorithm: theory and implementation This paper provides a streamlined and modular presentation of the MR3 algorithm for computing selected eigenpairs of symmetric tridiagonal matrices, thus disentangling the principles driving MR3 and the (recursive) “core” algorithm from the specific (e.g., twisted) decompositions used to represent the matrices at different recursion depths and from the (dqds) transformations converting between them. Our approach allows a modular full proof for the correctness of the MR3 algorithm. This proof is based on five requirements concerning the interplay between the core algorithm and its subcomponents. These requirements can also guide in implementing the algorithm, because they expose quantities that can and should be monitored at runtime. Our new implementation XMR, which is based on the above analysis, is described and compared to xSTEMR from Lapack 3.2.2. Numerical experiments comparing the robustness and performance of both implementations are given.
Keywords for this software
References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Dongarra, Jack; Gates, Mark; Haidar, Azzam; Kurzak, Jakub; Luszczek, Piotr; Tomov, Stanimire; Yamazaki, Ichitaro: The singular value decomposition: anatomy of optimizing an algorithm for extreme scale (2018)
- Van Zee, Field G.; van de Geijn, Robert A.; Quintana-Ortí, Gregorio: Restructuring the tridiagonal and bidiagonal QR algorithms for performance (2014)
- Willems, Paul R.; Lang, Bruno: A framework for the (\textMR^3) algorithm: theory and implementation (2013)