F. Tisseur, PARALLEL IMPLEMENTATION OF THE YAU AND LU METHOD FOR EIGENVALUE COMPUTATION, The international journal of supercomputer applications and high performance computing, 11(3), 1997, pp. 197-204
In this paper, parallel extensions of a complete symmetric eigensolver
, proposed by Yau and Lu in 1993, are presented. First, an overview of
this invariant subspace decomposition method for dense symmetric matr
ices is given, followed by numerical results. Then, works are exposed
in progress on distributed-memory implementation. The algorithm's heav
y reliance on matrix-matrix multiplication, coupled with Fast Fourier
Transform (FFT), should yield a highly parallelizable algorithm. Final
ly performance results for the dominant computation kernel on the Inte
l Paragon are presented.