A parallel algorithm for the reduction to tridiagonal form for eigendecomposition

Citation
M. Hegland et al., A parallel algorithm for the reduction to tridiagonal form for eigendecomposition, SIAM J SC C, 21(3), 1999, pp. 987-1005
Citations number
24
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
21
Issue
3
Year of publication
1999
Pages
987 - 1005
Database
ISI
SICI code
1064-8275(199912)21:3<987:APAFTR>2.0.ZU;2-U
Abstract
One-sided orthogonal transformations which orthogonalize columns of a matri x are related to methods for finding singular values. They have the advanta ges of lending themselves to parallel and vector implementations and simpli fying access to the data by not requiring access to both rows and columns. They can be used to find eigenvalues when the matrix is given in factored f orm. Here, a finite sequence of transformations leading to a partial orthog onalization of the columns is described. This permits a tridiagonal matrix whose eigenvalues are the squared singular values to be derived. The implem entation on the Fujitsu VPP series is discussed and some timing results are presented.