EECS Publication
PDSYEVR. ScaLAPACK's Parallel MRRR Algorithm for the Symmetric Eigenvalue Problem
Dominic Antonelli and Christof Vomel
In the 90s, Dhillon and Parlett devised a new algorithm (Multiple Relatively Robust Representations, MRRR) for computing numerically orthogonal eigenvectors of a symmetric tridiagonal matrix T with O(n^2) cost. In this paper, we describe the design of pdsyevr, a ScaLAPACK implementation of the MRRR algorithm to compute the eigenpairs in parallel. It represents a substantial improvement over the symmetric eigensolver pdsyevx that is currently in ScaLAPACK and is going to be part of the next ScaLAPACK release.
Published 2004-07-01 04:00:00 as ut-cs-05-562 (ID:164)