A direct method for completing eigenproblem solutions on a parallel computer
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Cites work
- scientific article; zbMATH DE number 3405435 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- 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
- 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)- scientific article; zbMATH DE number 1217632 (Why is no real title available?)
- A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
- scientific article; zbMATH DE number 1786137 (Why is no real title available?)
- Partial diagonalization using Jacobi transformation for dynamic analysis
- scientific article; zbMATH DE number 4016037 (Why is no real title available?)
- A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems
- Efficient diagonalization of oversized matrices on a distributed-memory multiprocessor
- An acceleration method for computing the generalized eigenvalue problem on a parallel computer
- Iterative refinement for symmetric eigenvalue decomposition
- An interactive method for the eigenvalue problem for matrices
- Iterative refinement of Schur decompositions
- Iterative refinement for singular value decomposition based on matrix multiplication
- Two algorithms for the parallel computation of eigenvalues and eigenvectors of large symmetric matrices using the ICL DAP
- A parallel processed scheme for the eigenproblem of positive definite matrices
- Calculation of the eigenstructure of symmetric matrices
- Updating the singular value decomposition
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