[petsc-users] [SLEPc] Computing Smallest Eigenvalue+Eigenvector of Many Small Matrices

Jose E. Roman jroman at dsic.upv.es
Wed Jul 7 02:31:36 CDT 2021

cuSolver has syevjBatched, which seems to fit your purpose. But I have never used it.

Lanczos is not competitive for such small matrices.


> El 6 jul 2021, a las 21:56, Jed Brown <jed at jedbrown.org> escribió:
> Have you tried just calling LAPACK directly? (You could try dsyevx to see if there's something to gain by computing less than all the eigenvalues.) I'm not aware of a batched interface at this time, but that's what you'd want for performance.
> Jacob Faibussowitsch <jacob.fai at gmail.com> writes:
>> Hello PETSc/SLEPc users,
>> Similar to a recent question I am looking for an algorithm to compute the smallest eigenvalue and eigenvector for a bunch of matrices however I have a few extra “restrictions”. All matrices have the following properties:
>> - All matrices are the same size
>> - All matrices are small (perhaps no larger than 12x12)
>> - All matrices are SPD
>> - I only need the smallest eigenpair
>> So far my best bet seems to be Lanczos but I’m wondering if there is some wunder method I’ve overlooked.
>> Best regards,
>> Jacob Faibussowitsch
>> (Jacob Fai - booss - oh - vitch)

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