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The Solution of Singular-Value and Symmetric Eigenvalue Problems on Multiprocessor Arrays

SIAM Journal on Scientific and Statistical ComputingPublished 1 January 1985
Richard P. Brent, Franklin T. Luk
Citations308

TL;DR

Parallel Jacobi-like algorithms are presented for computing a singular-value decomposition of an $(m \geqq n) matrix and an eigenvalue decompositions of an $n \times n$ symmetric matrix.

Abstract

Parallel Jacobi-like algorithms are presented for computing a singular-value decomposition of an $m \times n$ matrix $(m \geqq n)$ and an eigenvalue decomposition of an $n \times n$ 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 $S \leqq 10$). A square array of $O(n^2 )$ processors with nearest-neighbor communication is proposed for the eigenvalue problem; the associated algorithm requires time $O(nS)$.

Keywords

Computer ScienceEngineering