Accession Number : ADA262297


Title :   A Parallel Divide and Conquer Algorithm for the Generalized Real Symmetric Definite Tridiagonal Eigenproblem


Descriptive Note : Technical rept. Sep-Dec 1992


Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF MATHEMATICS


Personal Author(s) : Borges, Carlos F ; Gragg, William B


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a262297.pdf


Report Date : 16 Dec 1992


Pagination or Media Count : 23


Abstract : 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.


Descriptors :   *ALGORITHMS , *EIGENVECTORS , STABILITY , GLOBAL , ERRORS , ORTHOGONALITY , CONVERGENCE , ERROR ANALYSIS , MODIFICATION , NUMERICAL ANALYSIS


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE