Title :
A parallel QR algorithm for the symmetrical tridiagonal eigenvalue problem
Author :
Djouadi, A. ; Jamali, M.M. ; Kwatra, S.C.
Author_Institution :
Dept. of Electr. Eng., Toledo Univ., OH, USA
Abstract :
A parallel/pipelined algorithm and its architecture are proposed to solve the symmetric eigenvalue problem. This algorithm is based on Given´s rotations, and it is associated with the initial reduction of the dense matrix to a tridiagonal one using Householder´s transformations. The performance of this algorithm is described and compared to the performance of the sequential one. It can be shown that the cost of the eigendecomposition falls from O(m×n) to O(m+n ), where m and n denote the matrix order and the number of iterations, respectively. This algorithm is mapped on m processors to compute the eigenvalues and eigenvectors simultaneously
Keywords :
eigenvalues and eigenfunctions; parallel algorithms; signal processing; Given´s rotations; dense matrix reduction; eigendecomposition; eigenvectors; parallel QR algorithm; pipelined algorithm; signal processing; symmetrical tridiagonal eigenvalue problem; Architecture; Convergence; Costs; Covariance matrix; Direction of arrival estimation; Eigenvalues and eigenfunctions; Matrix decomposition; Pipeline processing; Signal processing algorithms; Symmetric matrices;
Conference_Titel :
Signals, Systems and Computers, 1992. 1992 Conference Record of The Twenty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-3160-0
DOI :
10.1109/ACSSC.1992.269203