Parallel Krylov subspace basis computation
Roger B. Sidje, Bernard Philippe · 1994
Numerical methods related on Krylov subspaces are widely used in large sparse numerical linear algebra. Vectors in these subspaces are manipulated through their representation ont0 orthonormal bases. Nowadays, on serial computers, the method of Arnoldi is considered as a reliable technique for constructing such bases. Unfortunately, this technique is rather inflexible to be efficiently implemented on parallel computers. In this report Ive examine several parallel and stable algorithms based on the idea of Reichel et al. [l, 21 which retrieve at their completion the same information as the sequential Amoldi’s method. We present timing results obtained from their implementations on the Intel Paragon distributed-memory multiprocessor machine.