Publication:
A Parallel Divide and Conquer Algorithm for the Generalized Real Symmetric Definite Tridiagonal Eigenproblem

Loading...
Thumbnail Image
Authors
Borges, Carlos F.
Gragg, William B.
Subjects
Advisors
Date of Issue
1993
Date
1993
Publisher
Language
en_US
Abstract
We develop a parallel divide and conquer algorithm, by extention, for the generalized real symmetric definite tridiagonal eigenproblem. The algorithm employs techniques first proposed by Gu and Eisenstat to prevent loss of orthogonality in the computed eigenvectors for the modification algorithm. We examine numerical stability and adapt the insightful error analysis of Gu and Eisenstat to the arrow case. The algorithm incorporates an elegant zero funder with global monotone cubic convergence that has performed well in numerical experiments. A complete set of tested matlab routines implementing the algorithm is available on request from the authors.
Type
Article
Description
Both authors were supported by direct grant from the Naval Postgraduate School. The second author also acknowledges support from the Interdisciplinary Project Center for Supercomputing at the ETH, Zurich.
Series/Report No
Department
Applied Mathematics
Other Units
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Numerical Linear Algebra and Scientific Computing, (L. Reichel, A. Ruttan, and R.S. Varga, eds.), de Gruyter, Berlin, 1993, pp. 11-29.
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
Collections