A parallel divide and conquer algorithm for the generalized real symmetric definite tridiagonal eigenproblem
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Authors
Borges, Carlos F.
Gragg, William B.
Subjects
Advisors
Date of Issue
1993
Date
1993
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
We develop a parallel divide and conquer algorithm, by extension, 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 finder 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
Technical Report
Description
Series/Report No
Department
Mathematics
Identifiers
NPS Report Number
NPS-MA-93-009
Sponsors
Funder
Format
19 p.: ill. ; 28 cm.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
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.