Thick-Restart Lanczos Method for Symmetric Eigenvalue Problems

This paper describes a restarted Lanczos algorithm that particularly suitable for implementation on distributed machines. The only communication operation is requires outside of the matrix-vector multiplication is a global sum. For most large eigenvalue problems, the global sum operation takes a small fraction of the total execution time. The majority of the computer is spent in the matrix-vector multiplication. Efficient parallel matrix-vector multiplication routines can be found in many parallel sparse matrix packages such as AZTEC [9], BLOCK-SOLVE [10], PETSc [3], P_SPARSLIB. For this reason, our main emphasis in this paper is to demonstrate the correctness and the effectiveness of the new algorithm.

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