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

[Jose E. Roman]

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

Lanczos is not competitive for such small matrices.

Jose


> 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)