An acceleration method for computing the generalized eigenvalue problem on a parallel computer

DOI10.1016/0024-3795(91)90019-SMaRDI QIDQ756366zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0024-3795(91)90019-S

zbMATH Keywords

acceleration methodConvergencegeneralized eigenvalue problemJacobi methodparallel computing

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Parallel numerical computation (65Y05)

Review text

The authors discuss a computational technique for the generalized eigenvalue problem, which is the problem of finding \(\lambda\) such that \(\det (A-\lambda B)=0,\) where A and B are square \(n\times n\) matrices. Jacobi-like methods work by applying equivalence transformations which aim to reduce the subdiagonal elements of both A and B to zero. The authors propose an acceleration method which can be used when the subdiagonals of A and B have become sufficiently small. Their method applies transformations which force a norm of these elements to approach zero cubically. Convergence analysis and numerical experience are given, and the authors show how their technique can be implemented on a mesh- connected \(n\times n\) square array of processors.

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Cites work

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• On the Generalized Schur Decomposition of a Matrix Pencil for Parallel Computation
• On the Schur Decomposition of a Matrix for Parallel Computation
• On the Sensitivity of the Eigenvalue Problem Ax = \lambda Bx
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Cited in

(6)

• Acceleration of a two-grid method for eigenvalue problems
• On the Generalized Schur Decomposition of a Matrix Pencil for Parallel Computation
• scientific article; zbMATH DE number 1092853 (Why is no real title available?)
• scientific article; zbMATH DE number 822157 (Why is no real title available?)
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• Some acceleration techniques for calculating the eigenvalues of normal Toeplitz matrices

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