A direct method for completing eigenproblem solutions on a parallel computer

DOI10.1016/0024-3795(86)90162-XzbMath0587.65026MaRDI QIDQ1072341

Roy O. Davies, J. J. Modi

Publication date: 1986

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

zbMATH Keywords

eigenvaluesparallel computationeigenvectorsJacobi methoddistributed array processor

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (7)

Iterative refinement for symmetric eigenvalue decomposition ⋮ Iterative refinement of Schur decompositions ⋮ Updating the singular value decomposition ⋮ A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems ⋮ Iterative refinement for singular value decomposition based on matrix multiplication ⋮ A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer ⋮ An acceleration method for computing the generalized eigenvalue problem on a parallel computer

Cites Work

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• Note on the quadratic convergence of the cyclic Jacobi process
• Efficient implementation of Jacobi's diagonalization method on the DAP
• Error analysis of QR decompositions by Givens transformations
• On the Speed of Convergence of Cyclic and Quasicyclic Jacobi Methods for Computing Eigenvalues of Hermitian Matrices
• Systolic Networks for Orthogonal Decompositions
• Data-flow algorithms for parallel matrix computation
• Bidiagonalization and symmetric tridiagonalization by systolic arrays

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