The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to tridiagonal f
orm. For its solution, the algorithm of Multiple Relatively Robust Representations (MRRR) is among the fastest methods. Although fast, the solvers based on MRRR do not deliver the same accuracy as competing methods like Divide & Conquer or the QR algorithm. In this paper, we demonstrate that the use of mixed precisions leads to improved accuracy of MRRR-based eigensolvers with limited or no performance penalty. As a result, we obtain eigensolvers that are not only equally or more accurate than the best available methods, but also -in most circumstances- faster and more scalable than the competition.
In the context of the genome-wide association studies (GWAS), one has to solve long sequences of generalized least-squares problems; such a task has two limiting factors: execution time --often in the range of days or weeks-- and data management --da
ta sets in the order of Terabytes. We present an algorithm that obviates both issues. By pipelining the computation, and thanks to a sophisticated transfer strategy, we stream data from hard disk to main memory to GPUs and achieve sustained peak performance; with respect to a highly-optimized CPU implementation, our algorithm shows a speedup of 2.6x. Moreover, the approach lends itself to multiple GPUs and attains almost perfect scalability. When using 4 GPUs, we observe speedups of 9x over the aforementioned implementation, and 488x over a widespread biology library.
