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Numerical Algorithms

, Volume 8, Issue 2, pp 269–291 | Cite as

An algorithm for the generalized symmetric tridiagonal eigenvalue problem

  • Kuiyuan Li
  • Tien-Yien Li
  • Zhonggang Zeng
Article

Abstract

In this paper we present an algorithm, parallel in nature, for finding eigenvalues of a symmetric definite tridiagonal matrix pencil. Our algorithm employs the determinant evaluation, split-and-merge strategy and Laguerre's iteration. Numerical results on both single and multiprocessor computers are presented which show that our algorithm is reliable, efficient and accurate. It also enjoys flexibility in evaluating a partial spectrum.

Keywords

Eigenvalues multiprocessors matrix pencil 

AMS (MOS) subject classification

65F15 

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Copyright information

© J.C. Baltzer AG, Science Publishers 1994

Authors and Affiliations

  • Kuiyuan Li
    • 1
  • Tien-Yien Li
    • 2
  • Zhonggang Zeng
    • 2
  1. 1.Department of Mathematics and StatisticsThe University of West FloridaPensacolaUSA
  2. 2.Department of MathematicsMichigan State UniversityEast LansingUSA

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