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Subject: Re: [OMPI users] Solving SVD Using Lanczos Method Implementation
From: Jed Brown (jed_at_[hidden])
Date: 2010-04-26 13:33:52


On Mon, 26 Apr 2010 22:30:15 +0700, long thai <thaithanhlong2501_at_[hidden]> wrote:
> Hi all.
>
> I'm trying to develop MPI program to solve SVD using Lanczos algorithms.
> However, I have no idea how to do that. Somebody suggested to take a look at
> http://www.netlib.org/scalapack/ but I cannot understand exactly what to
> look. Morever, I know that *las2* is the popular library to solve SVD but
> don't know how to use it in parallel computing.

I recommend SLEPc

  http://www.grycap.upv.es/slepc/

There are plenty of examples and a variety of algorithms for scalable
computation of SVDs.

Jed