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Computing the Smallest Eigenvalue of Large Ill-Conditioned Hankel Matrices
Niall Emmart1; Yang Chen2; Charles C. Weems1
2015-07-03
Source PublicationCommunications in Computational Physics
ISSN1815-2406
Volume18Issue:1Pages:104-124
Abstract

This paper presents a parallel algorithm for finding the smallest eigenvalue of a family of Hankel matrices that are ill-conditioned. Such matrices arise in random matrix theory and require the use of extremely high precision arithmetic. Surprisingly, we find that a group of commonly-used approaches that are designed for high efficiency are actually less efficient than a direct approach for this class of matrices. We then develop a parallel implementation of the algorithm that takes into account the unusually high cost of individual arithmetic operations. Our approach combines message passing and shared memory, achieving near-perfect scalability and high tolerance for network latency. We are thus able to find solutions for much larger matrices than previously possible, with the potential for extending this work to systems with greater levels of parallelism. The contributions of this work are in three areas: determination that a direct algorithm based on the secant method is more effective when extreme fixed-point precision is required than are the algorithms more typically used in parallel floating-point computations; the particular mix of optimizations required for extreme precision large matrix operations on a modern multi-core cluster, and the numerical results themselves.

KeywordExtremely Ill-conditioned Matrices Hankel Matrices Parallel Eigensolver
DOI10.4208/cicp.260514.231214a
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaPhysics
WOS SubjectPhysics, Mathematical
WOS IDWOS:000358018600005
Scopus ID2-s2.0-84937044666
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorNiall Emmart
Affiliation1.College of Information and Computer Science, University of Massachusetts, Amherst, MA 01002, USA
2.Department of Mathematics, University of Macau, Macau, China
Recommended Citation
GB/T 7714
Niall Emmart,Yang Chen,Charles C. Weems. Computing the Smallest Eigenvalue of Large Ill-Conditioned Hankel Matrices[J]. Communications in Computational Physics, 2015, 18(1), 104-124.
APA Niall Emmart., Yang Chen., & Charles C. Weems (2015). Computing the Smallest Eigenvalue of Large Ill-Conditioned Hankel Matrices. Communications in Computational Physics, 18(1), 104-124.
MLA Niall Emmart,et al."Computing the Smallest Eigenvalue of Large Ill-Conditioned Hankel Matrices".Communications in Computational Physics 18.1(2015):104-124.
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