Solving the Symmetric Tridiagonal Eigenvalue Problem on the Hypercube

Ilse C. F. Ipsen, Elizabeth R. Jessup · SIAM Journal on Scientific and Statistical Computing · 1990

This paper describes implementations of Cuppen’s method, bisection, and multisection for the computation of all eigenvalues and eigenvectors of a real symmetric tridiagonal matrix on a distributed-memory hypercube multiprocessor. Numerical results and timings for Intel’s iPSC-1 are presented. Cuppen’s method is found to be the numerically most accurate of three methods, while bisection with inverse iteration is observed experimentally to be the fastest method.

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