clarke@csri.toronto.edu (Jim Clarke) (03/23/89)
NUMERICAL ANALYSIS SEMINAR - Friday, April 7, 10 a.m. in Room SF 4102
(SF = Sandford Fleming Building, 10 King's College Road)
Zhaojun Bai
Courant University
"The Design of Unsymmetric Eigensystem Routines for LAPACK"
The LAPACK project has as its goals the design and implementation of a
transportable linear algebra library in FORTRAN 77 for efficient use on a
wide range of high-performance computers. It is in progress at New York
University's Courant Institute of Mathematical Sciences, Argonne National
Laboratory, and the Numerical Algorithm Group (NAG) Ltd., England. The
LAPACK library will be based on the well-known and widely used scientific
computing libraries LINPACK and EISPACK, which solve linear equations,
eigenvalue problems, and linear least- squares problems. It will also
include some new algorithms for additional functionality.
In this talk, I will present some new ideas in the design of unsym-
metric eigensystem routines for reduction to Hessenberg form, block QR
algorithm, inverse iteration, sensitivity analysis of eigenvalues and
invariant subspaces. Our approach is motivated by the availability of BLAS
2 and BLAS 3 for performing matrix-vector and matrix-matrix operations
efficiently on high-performance machines. Numerical tests on different
machines will be reported. I will also talk about the float-point arith-
metic standard in scientific computing and numerical software design.
--
Jim Clarke -- Dept. of Computer Science, Univ. of Toronto, Canada M5S 1A4
(416) 978-4058
clarke@csri.toronto.edu or clarke@csri.utoronto.ca
or ...!{uunet, pyramid, watmath, ubc-cs}!utai!utcsri!clarke