A Parallel Algorithm for the Nonsymmetric Eigenvalue Problem
A parallel algorithm for computing the eigenvalues and eigenvectors of a nonsymmetric matrix is proposed. The approach uses some features of the divide-and-conquer algorithm for the symmetric case by the first author and \textit{D. C. Sorensen} [ibid. 8, S 139--S 154 (1987; Zbl 0627.65033)]. The original problem is divided into two smaller and independent subproblems by a rank-one modification of the matrix (it is assumed that the matrix is already reduced to Hessenberg form and that the rank-one modification removes a subdiagonal element). Once the eigensystems of the smaller subproblems are known, it is possible to compute those of the original matrix. For the nonsymmetric case the eigensystem of the subproblem is used only to construct initial guesses for an iteration process. An iteration approach based on Newton's method is presented. The deflation step required to overcome multiple convergence to a particular eigenvalue, the convergence of the new algorithm, the parallel algorithm and the different parallel implementations and numerical results are given. Extension to a generalized eigenvalue problem is described.
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