A Novel Divisional Bisection Method for the Symmetric Tridiagonal Eigenvalue Problem

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Abstract

The embarrassingly parallel nature of the Bisection Algorithm makes it easy and efficient to program on a parallel computer, but with an expensive time cost when all symmetric tridiagonal eigenvalues are wanted. In addition, few methods can calculate a single eigenvalue in parallel for now, especially in a specific order. This paper solves the issue with a new approach that can parallelize the Bisection iteration. Some pseudocodes and numerical results are presented. It shows our algorithm reduces the time cost by more than 35–70% compared to the Bisection algorithm while maintaining its accuracy and flexibility.

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