A parallel method for large sparse generalized eigenvalue problems using a GridRPC system

作者：Sakurai Tetsuya^*; Kodaki Yoshihisa; Tadano Hiroto; Takahashi Daisuke; Sato Mitsuhisa; Nagashima Umpei

来源：Future Generation Computer Systems, 2008, 24(6): 613-619.

DOI：10.1016/j.future.2008.01.002

• generalized eigenvalue problems
• GridRPC
• master-worker type method

In this paper we present a master-worker type parallel method for finding several eigenvalues and eigenvectors of a generalized eigenvalue problem Ax = lambda Bx, where A and B are large sparse matrices. A moment-based method that finds all of the eigenvalues that lie inside a given domain is used. In this method, a small matrix pencil that has only the desired eigenvalues is derived by solving large sparse systems of linear equations constructed from A and B. Since these equations can be solved independently, we solve them on remote servers in parallel. This approach is suitable for master-worker programming models. We have implemented and tested the proposed method in a grid environment using a grid RPC (remote procedure call) system called OmniRPC. The performance of the method on PC clusters that were used over a wide-area network was evaluated.

• 出版日期2008-6