MR-SMP: A symmetric tridiagonal eigensolver for multi-core architectures

The computation of eigenvalues and eigenvectors of symmetric tridiagonal matrices arises frequently in applications; often as one of the steps in the solution of Hermitian and symmetric eigenproblems. While several accurate and efficient methods for the tridiagonal eigenproblem exist, their corresponding implementations usually target uni-processors or large distributed memory systems. Our new eigensolver MR³-SMP is instead specifically designed for multi-core and many-core general purpose processors, which today have effectively replaced uni-processors. We show that in most cases MR³-SMP is faster and achieves better speedups than state-of-the-art eigensolvers for uni-processors and distributed-memory systems.