Title :
A parallel algorithm for the diagonalization of symmetric matrices
Author :
Cernuschi-Frias, Bruno ; Lew, Sergio E. ; Lez, Hema N J Gonza ; Pfefferman, Jonas D.
Author_Institution :
Fac. de Ingenieria, Buenos Aires Univ., Argentina
Abstract :
A parallel algorithm for the diagonalization of symmetric matrices is presented. The Givens-Jacobi rotator method is extended and modified to solve the eigensystem problem of symmetric matrices in a full parallel way. The algorithm solves the diagonalization of symmetric matrices in approximately N “parallel” iterations for large N, while the Givens-Jacobi algorithm requires 3N to 5N “parallel” iterations. A proof of the convergence for small rotation angles is presented. Preliminary simulations done with arbitrary randomly generated symmetric matrices sustain the efficiency of the algorithm
Keywords :
convergence of numerical methods; eigenvalues and eigenfunctions; mathematics computing; matrix algebra; parallel algorithms; Givens-Jacobi rotator method; convergence; diagonalization; eigensystem problem; parallel algorithm; symmetric matrices; Application software; Automatic control; Computer vision; Convergence; Covariance matrix; Image coding; Iterative algorithms; Jacobian matrices; Parallel algorithms; Symmetric matrices;
Conference_Titel :
Circuits and Systems, 2000. Proceedings. ISCAS 2000 Geneva. The 2000 IEEE International Symposium on
Conference_Location :
Geneva
Print_ISBN :
0-7803-5482-6
DOI :
10.1109/ISCAS.2000.857368
