Title :
Parallel QR algorithm for the complete eigensystem of symmetric matrices
Author_Institution :
Departamento de Matematica, Universidade do Minho, Braga, Portugal
Abstract :
We propose a parallel organization of the QR algorithm for computing the complete eigensystem of symmetric matrices. We developed Occam versions of standard sequential implementations of the QR algorithm: the procedure qr1 which computes only eigenvalues and qr2 for the computation of all eigenvalues and eigenvectors. The Occam procedure parqr2 is a parallel implementation of qr2 and was tested on a pipeline of 16 transputers. Although parqr2 could be used to compute the eigenvalues and eigenvectors of a symmetric tridiagonal matrix, it is best suited to be used in conjunction with a parallel algorithm for the reduction of a dense symmetric matrix to tridiagonal form where the orthogonal transformations are accumulated in an explicit way. In the practical tests parqr2 has proved to be efficient and we have carried out a simple analyses that appears to indicate that it is possible to use efficiently a number p of processors of the same order of magnitude of the size n of the matrix (p⩽n/6). This is an interesting result from the point of view of the scalability of our parallel algorithm
Keywords :
Occam; eigenvalues and eigenfunctions; matrix algebra; parallel algorithms; Occam versions; dense symmetric matrix; eigensystem; parallel QR algorithm; parallel algorithm; scalability; sequential implementations; symmetric matrices; symmetric tridiagonal matrix; Arithmetic; Concurrent computing; Convergence; Eigenvalues and eigenfunctions; Iterative algorithms; Matrix decomposition; Parallel algorithms; Standards development; Symmetric matrices; Testing;
Conference_Titel :
Parallel and Distributed Processing, 1995. Proceedings. Euromicro Workshop on
Conference_Location :
San Remo
Print_ISBN :
0-8186-7031-2
DOI :
10.1109/EMPDP.1995.389173