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An Efficient Tridiagonal Eigenvalue Solver on CM 5 with Laguerre's Iteration

Authors:
Li, Ren-Cang
Ren, Huan
Technical Report Identifier: CSD-94-848
December 1994
CSD-94-848.pdf
CSD-94-848.ps

Abstract: In this paper, we propose an algorithm for finding eigenvalues of symmetric tridiagonal matrices based on Laguerre's iteration. The algorithm is fully parallelizable and has been parallelized on CM5 at University of California at Berkeley. We've achieved best possible speedup when matrix dimension is large enough. Besides, we have a well-written serial code which works much more efficient in pathologically close eigenvalue cases than an existing serial code of the same kind due to Li and Zeng.