A parallel algorithm for computing eigenvalues of very large real symmetric matrices on message passing architectures

Citation
S. Balle et J. Cullum, A parallel algorithm for computing eigenvalues of very large real symmetric matrices on message passing architectures, APPL NUM M, 30(2-3), 1999, pp. 341-365
Citations number
38
Categorie Soggetti
Mathematics
Journal title
APPLIED NUMERICAL MATHEMATICS
ISSN journal
01689274 → ACNP
Volume
30
Issue
2-3
Year of publication
1999
Pages
341 - 365
Database
ISI
SICI code
0168-9274(199906)30:2-3<341:APAFCE>2.0.ZU;2-8
Abstract
The response of an airplane to air turbulence and the response of a power s ystem network to a fault in the network are two examples of important types of analyses which require large scale eigenvalue and eigenvector computati ons. In this paper we present message passing parallel algorithms for compu ting eigenvalues of very large real symmetric matrices. These algorithms ar e based upon a simple real symmetric Lanczos recursion, can achieve signifi cant speedups, have very small memory requirements, and can be used to comp ute a few or many eigenvalues. (C) 1999 Elsevier Science B.V. and IMACS. Al l rights reserved.