Technical Report LPCR9304

TR#:LPCR9304
Class:LPCR
Title: A FAST AND STABLE PARALLEL QR ALGORITHM FOR SYMMETRIC TRIDIAGONAL MATRICES.
Authors: I. Bar-On and B. Codenotti
PDFLPCR9304.pdf
Abstract:

We present a new fast and practical parallel algorithm for computing few eigenvalues of a symmetric tridiagonal matrix by the explicit QR method. We present a new divide and conquer parallel algorithm which is fast and numerically stable. The parallel algorithm is work efficient, and of low communication overhead, and it can be used to solve very large problems infeasible by sequential methods.

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