LAPACK Working Note 168: PDSYEVR. ScaLAPACK's Parallel MRRR Algorithm for the Symmetric Eigenvalue
Dominic Antonelli and Christof Voemel
EECS Department, University of California, Berkeley
Technical Report No. UCB/CSD-05-1399
, 2005
http://www2.eecs.berkeley.edu/Pubs/TechRpts/2005/CSD-05-1399.pdf
In the 90s, Dhillon and Parlett devised a new algorithm (Multiple Relatively Robust Representations, MRRR) for computing numerically orthogonal eigenvectors of a symmetric tridiagonal matrix <i>T</i> with <i>O</i>(<i>n</i>^2) cost. In this paper, we describe the design of PDSYEVR, a ScaLAPACK implementation of the MRRR algorithm to compute the eigenpairs in parallel. It represents a substantial improvement over the symmetric eigensolver PDSYEVX that is currently in ScaLAPACK and is going to be part of the next ScaLAPACK release.
BibTeX citation:
@techreport{Antonelli:CSD-05-1399, Author= {Antonelli, Dominic and Voemel, Christof}, Title= {LAPACK Working Note 168: PDSYEVR. ScaLAPACK's Parallel MRRR Algorithm for the Symmetric Eigenvalue}, Year= {2005}, Url= {http://www2.eecs.berkeley.edu/Pubs/TechRpts/2005/5446.html}, Number= {UCB/CSD-05-1399}, Abstract= {In the 90s, Dhillon and Parlett devised a new algorithm (Multiple Relatively Robust Representations, MRRR) for computing numerically orthogonal eigenvectors of a symmetric tridiagonal matrix <i>T</i> with <i>O</i>(<i>n</i>^2) cost. In this paper, we describe the design of PDSYEVR, a ScaLAPACK implementation of the MRRR algorithm to compute the eigenpairs in parallel. It represents a substantial improvement over the symmetric eigensolver PDSYEVX that is currently in ScaLAPACK and is going to be part of the next ScaLAPACK release.}, }
EndNote citation:
%0 Report %A Antonelli, Dominic %A Voemel, Christof %T LAPACK Working Note 168: PDSYEVR. ScaLAPACK's Parallel MRRR Algorithm for the Symmetric Eigenvalue %I EECS Department, University of California, Berkeley %D 2005 %@ UCB/CSD-05-1399 %U http://www2.eecs.berkeley.edu/Pubs/TechRpts/2005/5446.html %F Antonelli:CSD-05-1399