A vector-multiplication dominated parallel algorithm for the computation of real eigenvalue spectra

In order to exploit effectively the power of array and vector processors for the numerical solution of linear algebraic problems it is desirable to express algorithms principally in terms of vector and matrix operations. Algorithms which manipulate vectors and matrices at component level are best suited for execution on single processor hardware. Often, however, it is difficult, if not impossible, to construct efficient versions of such algorithms which are suitable foe execution on parallwl hardware. A method for computing the eigenvalues of real unsymmetric matrices with real eigenvalue spectra is presented. The method is an extension of the one described in ref. 1]. The algorithm makes heavy use of vector inner product evaluations. The manipulation of individual components of vectors and matrices is kept to a minimum. Essentially, the method involves the construction of a sequence of biorthogonal transformation matrices the combined effect of which is to diagonalise the matrix. The eigenvalues of the matrix are diagonal elements of the final diagonalised form. If the eigenvectors of the matrix are also required the algorithm may be extended in a straightforward way. The effectiveness of the algorithm is demonstrated by an application of sequential version to several small matrices and some comments are made about the time complexity of the parallel version.