Washington State University

A fast method for computing eigenpairs of positive definite matrices using GPUs is presented. The method uses Chebyshev polynomial spectral transformations to map the desired eigenvalues of the original matrix $A$ to exterior eigenvalues of the transformed matrix $p(A)$, making them easily computable using existing Krylov methods. The construction of the transforming polynomial $p(z)$ can be done efficiently and only requires knowledge of the spectral radius of $A$. Computing $p(A)v$ can be done using only the action of $Av$. This requires no extra memory and is typically easy to parallelize. The method is implemented using the highly parallel GPU architecture and for specific problems, has a factor of 10 speedup over current GPU methods and a factor of 100 speedup over traditional shift and invert strategies on a CPU.