The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays
Author(s) -
Richard P. Brent,
Franklin T. Luk
Publication year - 1985
Publication title -
siam journal on scientific and statistical computing
Language(s) - English
Resource type - Journals
eISSN - 2168-3417
pISSN - 0196-5204
DOI - 10.1137/0906007
Subject(s) - eigenvalues and eigenvectors , singular value decomposition , mathematics , singular value , multiprocessing , matrix (chemical analysis) , divide and conquer eigenvalue algorithm , square (algebra) , jacobi method , value (mathematics) , combinatorics , symmetric matrix , algorithm , parallel computing , computer science , geometry , physics , statistics , quantum mechanics , materials science , composite material
Parallel Jacobi-like algorithms are presented for computing a singular-value decomposition of an m ◊ n matrix (m n) and an eigenvalue decomposition of an n ◊ n symmetric matrix. A linear array of O(n) processors is proposed for the singular-value problem; the associated algorithm requires time O(mnS), where S is the number of sweeps (typically S 10). A square array of O(n2) processors with nearest-neighbour communication is proposed for the eigenvalue
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