A Scalable Eigenvalue Solver for Symmetric Tridiagonal Matrices.
Christian TrefftzPhilip K. McKinleyTien-Yien LiZhonggang ZengPublished in: PPSC (1993)
Keyphrases
- symmetric matrix
- symmetric matrices
- positive definite
- perturbation theory
- eigenvalue problems
- covariance matrix
- correlation matrix
- hurwitz radon
- parallel algorithm
- highly scalable
- positive semidefinite matrices
- least squares
- semidefinite programming
- constraint solver
- projection matrix
- linear systems
- singular value decomposition
- lightweight
- web scale
- covariance matrices
- random matrix theory