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A Cubically Convergent Parallelizable Method for the Hermitian Eigenvalue Problem

โœ Scribed by Zha, Hongyuan; Zhang, Zhenyue


Book ID
118217029
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
797 KB
Volume
19
Category
Article
ISSN
0895-4798

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A quadratically convergent QR-like metho
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We propose a new QR-like algorithm, symmetric squared QR (SSQR) method, that can be readily parallelized using commonly available parallel computational primitives such as matrix-matrix multiplication and QR decomposition. The algorithm converges quadratically and the quadratic convergence is achiev