High performance solution of skew-symmetric eigenvalue problems with applications in solving the Bethe-Salpeter eigenvalue problem

Abstract

We present a high-performance solver for dense skew-symmetric matrix eigenvalue problems. Our work is motivated by applications in computational quantum physics, where one solution approach to solve the Bethe-Salpeter equation involves the solution of a large, dense, skew-symmetric eigenvalue problem. The computed eigenpairs can be used to compute the optical absorption spectrum of molecules and crystalline systems. One state-of-the art high-performance solver package for symmetric matrices is the ELPA (Eigenvalue SoLvers for Petascale Applications) library. We exploit a link between tridiagonal skew-symmetric and symmetric matrices in order to extend the methods available in ELPA to skew-symmetric matrices. This way, the presented solution method can benefit from the optimizations available in ELPA that make it a well-established, efficient and scalable library. The solution strategy is to reduce a matrix to tridiagonal form, solve the tridiagonal eigenvalue problem and perform a back-transformation for eigenvectors of interest. ELPA employs a one-step or a two-step approach for the tridiagonalization of symmetric matrices. We adapt these to suit the skew-symmetric case. The two-step approach is generally faster as memory locality is exploited better. If all eigenvectors are required, the performance improvement is counteracted by the additional back transformation step. We exploit the symmetry in the spectrum of skew-symmetric matrices, such that only half of the eigenpairs need to be computed, making the two-step approach the favorable method. We compare performance and scalability of our method to the only available high-performance approach for skew-symmetric matrices, an indirect route involving complex arithmetic. In total, we achieve a performance that is up to 3.67 times higher than the reference method using Intel’s ScaLAPACK implementation. Our method is freely available in the current release of the ELPA library.