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Fast Approximate Solution of the Non-Symmetric Generalized Eigenvalue Problem on Multicore Architectures
Peter Benner, Martin Köhler, Jens Saak
143 - 152
10.3233/978-1-61499-381-0-143
Advances in Parallel Computing
Volume 25: Parallel Computing: Accelerating Computational Science and Engineering (CSE)
Abstract

We propose a new implementation of the sign function based spectral divide-and-conquer method for the generalized non-symmetric eigenvalue problem. The method scales well on modern multicore architectures and favorably compared to the multithreaded current QZ implementations. This is illustrated by numerous examples with computations performed on different hardware platforms with satisfactory accuracy of the computed eigenvalues.

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