A direct method for completing eigenproblem solutions on a parallel computer

DOI10.1016/0024-3795(86)90162-XMaRDI QIDQ1072341zbMATH OpenFDO

Authors Roy O. Davies, J. J. Modi

Publication date 1986

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(86)90162-X

zbMATH Keywords

distributed array processoreigenvalueseigenvectorsJacobi methodparallel computation

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The computation of eigenvalues and eigenvectors of a real symmetric matrix A with distinct eigenvalues can be speeded up at the end of the Jacobi process when the off-diagonal elements have become sufficiently small for A to be regarded as a perturbation of a diagonal matrix. A leading-order approximation to the eigensolution is calculated by formulae particularly suitable for the distributed array processor. A single application of this direct method reduces A to diagonal form and is asymptotically equivalent to an entire sweep of the Jacobi method.

Recommendations

• A comparison of two parallel algorithms for the symmetric eigenproblem
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• Efficient diagonalization of oversized matrices on a distributed-memory multiprocessor
• The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays
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Cites work

• Bidiagonalization and symmetric tridiagonalization by systolic arrays
• Data-flow algorithms for parallel matrix computation
• Efficient implementation of Jacobi's diagonalization method on the DAP
• Error analysis of QR decompositions by Givens transformations
• scientific article; zbMATH DE number 3405435 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Note on the quadratic convergence of the cyclic Jacobi process
• On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices
• Systolic Networks for Orthogonal Decompositions

Cited in

(16)

• A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
• A parallel processed scheme for the eigenproblem of positive definite matrices
• Iterative refinement for symmetric eigenvalue decomposition
• A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems
• Iterative refinement for singular value decomposition based on matrix multiplication
• Iterative refinement of Schur decompositions
• scientific article; zbMATH DE number 4016037 (Why is no real title available?)
• Partial diagonalization using Jacobi transformation for dynamic analysis
• scientific article; zbMATH DE number 1217632 (Why is no real title available?)
• scientific article; zbMATH DE number 1786137 (Why is no real title available?)
• Calculation of the eigenstructure of symmetric matrices
• Updating the singular value decomposition
• An acceleration method for computing the generalized eigenvalue problem on a parallel computer
• An interactive method for the eigenvalue problem for matrices
• Two algorithms for the parallel computation of eigenvalues and eigenvectors of large symmetric matrices using the ICL DAP
• Efficient diagonalization of oversized matrices on a distributed-memory multiprocessor

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