Generalized Eigenvalue Problems

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Generalized Eigenvalue Problems

Postby fletchjp » Sat Jan 01, 2011 8:23 am

Do you plan to release equivalents of the LAPACK generalized eigenvalue solvers e.g. ZGGEV?

Also, have you any plan to release versions of ARPACK routines?

Thank you and Happy New Year

John
fletchjp
 
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Re: Generalized Eigenvalue Problems

Postby Stan Tomov » Sun Jan 02, 2011 9:24 pm

John,

The plan for MAGMA 1.0 is to release xGEEV, xHEEVD, and xGESVD. These will be LAPACK, accelerated through multithreaded BLAS and only some of the algorithms' components accelerated through GPUs, namely the reductions to upper Hessenberg, tridiagonal, and bidiagonal forms respectively (for the three algorithms), including the orthogonal operations associated with these factorizations.

We plan to add quickly the generalized eigenvalue solvers for the next release, following similar approach (e.g., for ZGGEV, accelerating with GPUs components like zgeqrf, zunmqr, zungqr, and zgghrd, and leaving the rest for the multicore host using multithreaded BLAS).

As of now, we do not have plans to release ARPACK routines accelerated using GPUs.

Happy New Year.

Stan
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