A parallel Lanczos method for symmetric generalized eigenvalue problems
Lawrence Berkeley National Lab., Berkeley, CA (US), K Wu, H. Simon · 1997
Lanczos algorithm is a very effective method for finding extreme eigenvalues of symmetric matrices. It requires less arithmetic operations than similar algorithms, such as, the Arnoldi method. In this paper, the authors present their parallel version of the Lanczos method for symmetric generalized eigenvalue problem, PLANSO. PLANSO is based on a sequential package called LANSO which implements the Lanczos algorithm with partial re-orthogonalization. It is portable to all parallel machines that support MPI and easy to interface with most parallel computing packages. Through numerical experiments, they demonstrate that it achieves similar parallel efficiency as PARPACK, but uses considerably less time.