Parallel-Vector Unsymmetric Eigen-Solver on High Performance Computers

摘要

The popular QR algorithm for solving all eigenvalues of an unsymmetric matrix isreviewed. Among the basic components in the QR algorithm, it was concluded from this study, that the reduction of an unsymmetric matrix to a Hessenberg form (before applying the QR algorithm itself) can be done effectively by exploiting the vector speed and multiple processors offered by modern high-performance computers. Numerical examples of several test cases have indicated that the proposed parallel-vector algorithm for converting a given unsymmetric matrix to a Hessenberg form offers computational advantages over the existing algorithm. The time saving obtained by the proposed methods is increased as the problem size increased.