Symmetric Eigenvalue Problem: Tridiagonal Reduction
نویسندگان
چکیده
Our ultimate goal in this project is to solve the symmetric eigenvalue problem on symmetric multiprocessor machines more quickly than existing implementations. In order to achieve this goal, we have chosen to implement an improved multithreaded version of a specific phase of the current best algorithmic approach, namely the reduction of a full symmetric matrix to banded form using two-sided orthogonal transformations. The bulk of the work in solving the eigenvalue problem with this approach is spent in this phase. We will describe the problem and the common algorithmic variations used to solve it, give performance results for existing implementations, describe our new algorithm, and show performance results for our implementation.
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