A Parallel Generator of Non-Hermitian Matrices computed from Given Spectra

International audienceIterative linear algebra methods are the important parts of the overall computing time of applications in various fields since decades. Recent research related to social networking, big data, machine learning and artificial intelligence has increased the necessity for non-hermitian solvers associated with much larger sparse matrices and graphs. The analysis of the iterative method behaviors for such problems is complex, and it is necessary to evaluate their convergence to solve extremely large non-Hermitian eigenvalue and linear problems on parallel and/or distributed machines. This convergence depends on the properties of spectra. Then, it is necessary to generate large matrices with known spectra to benchmark the methods. These matrices should be non-Hermitian and non-trivial, with very high dimension. This paper highlights a scalable matrix generator that uses the user-defined spectrum to construct large-scale sparse matrices and to ensure their eigenvalues as the given ones with high accuracy. This generator is implemented on CPUs and multi-GPU platforms. Good strong and weak scaling performance is obtained on several supercomputers. We also propose a method to verify its ability to guarantee the given spectra