A parallel processed scheme for the eigenproblem of positive definite matrices (Q1347172)

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A parallel processed scheme for the eigenproblem of positive definite matrices
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    A parallel processed scheme for the eigenproblem of positive definite matrices (English)
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    2 April 1995
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    The largest eigenvalue of a symmetric matrix is computed by a Jacobi type algorithm that in each iteration zeroes out the first column with a Householder reflection from the left. Application from the right fills the zeros again, but the norm of the first column will tend to zero with a rate comparable to the power method. Similar methods have been proposed from time to time, see e.g. \textit{C. D. LaBudde} [Math. Comput. 18, 118-123 (1964; Zbl 0115.344)] or \textit{A. Ruhe} [BIT 20, 88-96 (1980; Zbl 0435.65029)].
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    parallel computation
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    largest eigenvalue
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    symmetric matrix
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    Jacobi type algorithm
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    Householder reflection
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    power method
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