Author : Carlos F. Borges
Release : 1992
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis A Parallel Divide and Conquer Algorithm for the Generalized Real Symmetric Definite Tridiagonal Eigenproblem by : Carlos F. Borges
Download or read book A Parallel Divide and Conquer Algorithm for the Generalized Real Symmetric Definite Tridiagonal Eigenproblem written by Carlos F. Borges. This book was released on 1992. Available in PDF, EPUB and Kindle. Book excerpt: We develop a parallel divide and conquer algorithm, by extension, for the generalized real symmetric definite tridiagonal eigenproblem. The algorithm employs techniques first proposed by Gu and Eisenstat to prevent loss of orthogonality in the computed eigenvectors for the modification algorithm. We examine numerical stability and adapt the insightful error analysis of Gu and Eisenstat to the arrow case. The algorithm incorporates an elegant zero finder with global monotone cubic convergence that has performed well in numerical experiments. A complete set of tested matlab routines implementing the algorithm is available on request from the authors.