A Parallel Implementation of the Nonsymmetric QR Algorithm for Distributed Memory Architectures

  • Authors:
  • Greg Henry;David Watkins;Jack Dongarra

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2002

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Abstract

One approach to solving the nonsymmetric eigenvalue problem in parallel is to parallelize the QR algorithm. Not long ago, this was widely considered to be a hopeless task. Recent efforts have led to significant advances, although the methods proposed up to now have suffered from scalability problems. This paper discusses an approach to parallelizing the QR algorithm that greatly improves scalability. A theoretical analysis indicates that the algorithm is ultimately not scalable, but the nonscalability does not become evident until the matrix dimension is enormous. Experiments on the Intel Paragon system, the IBM SP2 supercomputer, the SGI Origin 2000, and the Intel ASCI Option Red supercomputer are reported.