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    求解对称带状广义特征值问题的扩展分治算法

    An Extended Divide and Conquer Algorithm for Solving Real Symmetric Band Generalized Eigenvalue Problem

    • 摘要: 提出了分布式环境下计算对称带状广义特征值问题的一种扩展分治算法 ,给出了特征值分割定理及其证明 算法在扩展分治的基础上 ,利用二分压缩结合广义Rayleigh商迭代计算广义特征对 理论分析和数值实验表明 ,对于窄带宽大规模的广义特征值问题 ,该分治算法明显优于LAPACK软件包 结合并行性好的多分法 ,在分布式环境下获得了很好的并行效果

       

      Abstract: In this paper, an extended divide and conquer algorithm is intended proposed, which is for solving the real symmetric band generalized eigenvalue problem under distributing environment Eigenvalue partition theorem is presented and proved Based on divide and conquer by extension, this algorithm computes generalized eigenpaires of symmetric band matrix pencil by bisection and generalized Rayleigh quotient iteration Theoretic analysis and numerical results show that this algorithm is better than the classic software package LAPACK when bandwidth is small and the scale is large Combined with multisection, which has good parallelism, it got good effects under distributed environments

       

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