LAPACK WORKING NOTE 168 : PDSYEVR

In the 90s, Dhillon and Parlett devised a new algorithm (Multiple Relatively Robust Representations, MRRR) for computing numerically orthogonal eigenvectors of a symmetric tridiagonal matrix T with O(n) cost. In this paper, we describe the design of pdsyevr, a ScaLAPACK implementation of the MRRR algorithm to compute the eigenpairs in parallel. It represents a substantial improvement over the symmetric eigensolver pdsyevx that is currently in ScaLAPACK and is going to be part of the next ScaLAPACK release. AMS subject classifications. 65F15, 65Y15.

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