Title :
A new divide and conquer algorithm for real symmetric band generalized eigenvalue problem
Author :
Lifeng, Wei ; Xiaomei, Li
Author_Institution :
Sch. of Comput., Nat. Univ. of Defense Technol., Changsha, China
Abstract :
In this paper we present a new divide and conquer algorithm for solving a real symmetric band generalized eigenvalue problem under a distributed environment. This algorithm computes generalized eigenpairs of a real symmetric band matrix pair using the divide and conquer method combined with multisection and generalized Rayleigh quotient iteration. Theoretical analysis and numerical experiments prove that this algorithm is better than the classic method DSBGVX in LAPACK when the scale of matrices is large enough. During parallel computing, there is little communication between processors, so high speedup can be expected.
Keywords :
divide and conquer methods; eigenvalues and eigenfunctions; iterative methods; matrix algebra; parallel algorithms; Rayleigh quotient iteration; distributed environment; divide and conquer algorithm; eigenpairs; numerical experiments; parallel computing; real symmetric band generalized eigenvalue problem; real symmetric band matrix pair; speedup; Algorithm design and analysis; Distributed computing; Eigenvalues and eigenfunctions; Iterative algorithms; Iterative methods; Parallel processing; Partial response channels; Performance analysis; Symmetric matrices;
Conference_Titel :
Algorithms and Architectures for Parallel Processing, 2002. Proceedings. Fifth International Conference on
Conference_Location :
Beijing, China
Print_ISBN :
0-7695-1512-6
DOI :
10.1109/ICAPP.2002.1173559