Skip to main content

An Efficient Parallel Algorithm for the Symmetric Tridiagonal Eigenvalue Problem

  • Conference paper
  • First Online:
Vector and Parallel Processing — VECPAR 2000 (VECPAR 2000)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1981))

Included in the following conference series:

  • 2712 Accesses

Abstract

An efficient parallel algorithm, which we dubbed farm- zeroinNR, for the eigenvalue problem of a symmetric tridiagonal matrix has been implemented in a distributed memory multiprocessor with 112 nodes [1]. The basis of our parallel implementation is an improved version of the zeroinNR method [2]. It is consistently faster than simple bisection and produces more accurate eigenvalues than the QR method. As it happens with bisection, zeroinNR exhibits great flexibility and allows the computation of a subset of the spectrum with some prescribed accuracy. Results were carried out with matrices of different types and sizes up to 104 and show that our algorithm is efficient and scalable.

Available as LAPACK routine sstevd; a good choice if we desire all eigenvalues and eigenvectors of a tridiagonal matrix whose dimension is larger than about 25 [4, pg. 217].

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Maria Antónia Forjaz. Algoritmos Paralelos para o Cálculo de Valores e Vectores Próprios em Sistemas de Multiprocessadores de Memória Distribuída. PhD thesis, Universidade do Minho, 2000.

    Google Scholar 

  2. R. Ralha. Parallel solution of the symmetric tridiagonal eigenvalue problem on a transputer network. In Proceedings of the Second Congress of Numerical Methods in Engineering,, Spanish Society of Numerical Methods in Engineering, Spain, 1993.

    Google Scholar 

  3. B. N. Parlett. The Symmetric Eigenvalue Problem. Prentice-Hall Series in Computational Mathematics, 1980.

    Google Scholar 

  4. James W. Demmel. Applied Numerical Linear Algebra. Society for Industrial and Applied Mathematics, 1997.

    Google Scholar 

  5. J. J. Cuppen. A divide and conquer method for the symmetric eigenvalue problem. Numer. Math., 36:177–195, 1981.

    Article  MATH  MathSciNet  Google Scholar 

  6. J. J. Dongarra and D. C. Sorensen. A fully parallel algorithms for the symmetric eigenproblem. SIAM J. Sci. Stat. Comput, 8(2):139–154, 1987.

    Article  MathSciNet  Google Scholar 

  7. J. H. Wilkinson. The algebraic eigenvalue problem. Oxford University Press, 1965.

    Google Scholar 

  8. A. Ralston and P. Rabinowitz. A First Course in Numerical Analysis. McGraw-Hill, 1978.

    Google Scholar 

  9. H. J. Bernstein. An accelerated bisection method for the calculation of eigenvalue of a symmetric tridiagonal matrix. Numer. Math., 43:153–160, 1984.

    Article  MATH  MathSciNet  Google Scholar 

  10. K. V. Fernando and B. N. Parlett. Accurate singular values and differential qd algorithms. Numer. Math., 67(2):191–220, 1994.

    Article  MATH  MathSciNet  Google Scholar 

  11. B. N. Parlett and O. A. Marques. An implementation of the dqds algorithm (positive case). Linear Algebra and its Applications, (309):217–259, April 2000.

    Google Scholar 

  12. I. Dhillon J. Demmel and H. Ren. On the correctness of some bisection-like parallel eigenvalue algorithms in floating point arithmetic. Electronic Trans. Numer. Anal., 3:116–140, December 1995. LAPACK Working Note 70.

    Google Scholar 

  13. S. S. Lo, B. Phillipe, and A. Sameh. A multiprocessor algorithm for the symmetric eigenproblem. SIAM J. Sci. Stat. Comput, 8:155–165, 1987.

    Article  Google Scholar 

  14. I. C. F. Ipsen and E. R. Jessupe. Solving the symmetric tridiagonal eigenvalue problem on the hypercube. SIAM J. Sci. Stat. Comput, 11(2):203–229, 1990.

    Article  MATH  Google Scholar 

  15. T. Z. Kalambouskis. The symmetric tridiagonal eigenvalue problem on a transputer network. Parallel Computing, 15:101–106, 1990.

    Article  Google Scholar 

  16. A. Basermann and P. Weidner. A parallel algorithm for determining all eigenvalue of large real symmetric tridiagonal matrices. Parallel Computing, 18:1129–1141, 1992.

    Article  MATH  MathSciNet  Google Scholar 

  17. J. Demmel, M. Heath, and H. van der Vorst. Parallel numerical linear algebra. In A. Iserles, Acta Numerica, volume 2, Cambridge University Press, UK, 1993.

    Google Scholar 

  18. W. Barth, R. S. Martin, et al. Calculation of the eigenvalues of a symmetric tridiagonal matrix by the bisection method. Numer. Math., 9:386–393, 1967.

    Article  MathSciNet  Google Scholar 

  19. B. N. Parlett and I. S. Dhillon. Relatively robust representation of symmetric tridiagonals. Linear Algebra and its Applications, (309):121–151, April 2000.

    Google Scholar 

  20. R. H. Barlow and D. J. Evans. A parallel organization of the bisection algorithm. The Computer Journal, 22:267–269, 1978.

    Article  Google Scholar 

  21. R. Ralha. Parallel Computation of Eigenvalues and Eigenvectors using Occam and Transputers. PhD thesis, University of Southampton, 1990.

    Google Scholar 

  22. L. S. Blackford, J. Choi, A. Cleary, E. D’Azevedo, J. Demmel, I. Dhillon, J. Dongarra, S. Hammarling, G. Henry, A. Petitet, K. Stanley, D. Walker, and R. C. Whaley. ScaLAPACK User’s Guide. SIAM, Philadelphia, PA, 1997.

    Google Scholar 

  23. E. Anderson, Z. Bai, C. Bischop, J. Demmel, S. Hammarling J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, S. Ostrouchov, and S. Sorensen. LAPACK User’s Guide. Series: Software, Environments and Tools. SIAM, Philadelphia, PA, 2nd edition edition, 1995.

    Google Scholar 

  24. José Manuel Badía Contelles. Algoritmos Paralelos para el Cálculo de los Valores Propios de Matrices Estructuradas. PhD thesis, Universidad Politecnica de Valencia, 1996.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Forjaz, M.A., Ralha, R. (2001). An Efficient Parallel Algorithm for the Symmetric Tridiagonal Eigenvalue Problem. In: Palma, J.M.L.M., Dongarra, J., Hernández, V. (eds) Vector and Parallel Processing — VECPAR 2000. VECPAR 2000. Lecture Notes in Computer Science, vol 1981. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44942-6_30

Download citation

  • DOI: https://doi.org/10.1007/3-540-44942-6_30

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41999-0

  • Online ISBN: 978-3-540-44942-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics