Parallel Computation of Eigenvalues of Real Matrices

نویسندگان

  • David J. Kuck
  • Ahmed H. Sameh
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices

In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to th...

متن کامل

Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method

A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...

متن کامل

On Jacobi and Jacobi - I ike Algorithms for a Parallel Computer

Many existing algorithms for obtaining the eigenvalues and eigenvectors of matrices would make poor use of such a powerful parallel computer as the ILLIAC IV. In this paper, Jacobi's algorithm for real symmetric or complex Hermitian matrices, and a Jacobi-like algorithm for real nonsymmetric matrices developed by P. J. Eberlein, are modified so as to achieve maximum efficiency for the parallel ...

متن کامل

Trading off Parallelism and Numerical Stability

[80] K. Veseli c. A quadratically convergent Jacobi-like method for real matrices with complex conjugate eigenvalues. [82] D. Watkins and L. Elsner. Convergence of algorithms of decomposition type for the eigenvalue problem. [83] Zhonggang Zeng. Homotopy-determinant algorithm for solving matrix eigenvalue problems and its parallelizations. [69] G. Shro. A parallel algorithm for the eigenvalues ...

متن کامل

Extreme eigenvalues of real symmetric Toeplitz matrices

We exploit the even and odd spectrum of real symmetric Toeplitz matrices for the computation of their extreme eigenvalues, which are obtained as the solutions of spectral, or secular, equations. We also present a concise convergence analysis for a method to solve these spectral equations, along with an efficient stopping rule, an error analysis, and extensive numerical results.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1971