APPLIED MATH SEMINAR


Speaker: Edward Coakley, Applied Mathematics, Yale University,

Title: A fast algorithm for determination of the spectra of symmetric
tridiagonal matrices.

When/where: Tuesday, November 17th, 4:15 PM, 200 AKW

Abstract:

The problem of determining the eigenvalues of a symmetric tridiagonal matrix is
well studied in the area of numerical analysis.  Classical methods such as
bisection with inverse iteration, QR, or Cuppen's divide and conquer algorithm
are of complexity O(n2) for finding the eigenvalues of an n by n matrix.
Building on the work of M. Gu and S. Eisenstat, we present the implementation
of a divide and conquer algorithm accelerated by the use of the Fast Multipole
Method.  The method determines the n eigenvalues in O(n log n) time.