A FAST AND STABLE PARALLEL QR ALGORITHM FOR SYMMETRICAL TRIDIAGONAL MATRICES

Authors
BARON I CODENOTTI B
Citation
I. Baron et B. Codenotti, A FAST AND STABLE PARALLEL QR ALGORITHM FOR SYMMETRICAL TRIDIAGONAL MATRICES, Linear algebra and its applications, 220, 1995, pp. 63-95
Citations number
23
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
220
Year of publication
1995
Pages
63 - 95
Database
ISI
SICI code
0024-3795(1995)220:<63:AFASPQ>2.0.ZU;2-F
Abstract
We present a new, fast, and practical parallel algorithm for computing a few eigenvalues of a symmetric tridiagonal matrix by the explicit Q R method. We present a new divide and conquer parallel algorithm which is fast and numerically stable. The algorithm is work efficient and o f low communication overhead, and it can be used to solve very large p roblems infeasible by sequential methods.