A parallel solution for the symmetric Eigenproblem

Abstract

A completely parallel algorithm for the symmetric eigenproblem AX = Lambda BX is outlined. The algorithm is parallel in the sense that the numerical operations do not occur in a fixed sequence. Therefore, a large number of operations can be programmed to be performed concurrently on a computer with multiple central processing units. The standard symmetric eigenvalue problem AX = Lambda X has the property that the n eigenvalues of the principal submatrix of A of order n are separated by the (n-1) eignvalues of the principal submatrix of order (n-1). The separation property delineated n intervals containing one eigenvalue. Each eigenvalue and corresponding eigenvector can be computed independently. The n eigenproblem calculations can be divided among multiple processing units.