An acceleration method for computing the generalized eigenvalue problem on a parallel computer

Wen-Wei Lin*, C. W. Chen

*Corresponding author for this work

Research output: Contribution to journalArticle

Abstract

We give a cubic correction step for improving the current eigenvalue algorithms for computing the generalized Schur decomposition of a regular pencil λB-A using a Jacobi-like method. The correction method can be used to speed up the convergence at the end of the Jacobi-like process when the strictly lower triangular elements of the matrix pair (A, B) have become sufficiently small; it can be implemented in parallel on an n×n square array of mesh-connected processors in O(n) computational time. A quantitative analysis of the convergence and a comparison of the complexity of one Jacobi sweep versus one correction step are presented.

Original languageEnglish
Pages (from-to)49-65
Number of pages17
JournalLinear Algebra and Its Applications
Volume146
Issue numberC
DOIs
StatePublished - 15 Feb 1991

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