Parallel Homotopy Algorithm For Large Sparse Generalized Eigenvalue Problems: Application to Hydrodynamic Stability Analysis

International audienceA parallel homotopy algorithm is presented for finding a few selected eigenvalues( for example those with the largest real part) of Az = λBz with real, large, sparse and nonsymmetric square matrix A and real, singular, diagonal matrix B. The essence of the homotropy method is that from the eigenpairs of Dz = λBz, we use Euler-Newton continuation to follow the eigenpairs of A(t)z = λBz with A(t) = (1−t)D + tA. Here D is some initial matrix and “time” t is incremented from 0 to 1. This method is, to a large degree, parallel because each eigenpath can be computed independently of the others. The algorithm has been implemented on the Intel hypcrcubc. Experimental results on a 64-node Intel iPSC/860 hypercube are presented. It is shown how the parallel homotopy method may be useful in applications like detecting Hopf bifurcations in hydrodynamic stability analysis