Gaussian quadrature for matrix valued functions on the real line

被引:5
作者
Sinap, A [1 ]
机构
[1] KATHOLIEKE UNIV LEUVEN,DEPT MATH,B-3001 HEVERLEE,BELGIUM
关键词
orthogonal matrix polynomials; block tridiagonal matrices; quadrature; parallel algorithms;
D O I
10.1016/0377-0427(95)00124-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Parallel versions of the block Chebyshev algorithm to generate the recursion coefficients of orthonormal matrix polynomials and the Gaussian quadrature algorithm to approximate matrix integrals on the real line are implemented on an SP1.
引用
收藏
页码:369 / 385
页数:17
相关论文
共 27 条
[1]   ON THE SPECTRAL DECOMPOSITION OF HERMITIAN MATRICES MODIFIED BY LOW RANK PERTURBATIONS WITH APPLICATIONS [J].
ARBENZ, P ;
GOLUB, GH .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1988, 9 (01) :40-58
[2]   DIVIDE-AND-CONQUER ALGORITHMS FOR THE BANDSYMMETRIC EIGENVALUE PROBLEM [J].
ARBENZ, P .
PARALLEL COMPUTING, 1992, 18 (10) :1105-1128
[3]  
Bai Z., 1989, International Journal of High Speed Computing, V1, P97, DOI 10.1142/S0129053389000068
[4]   A PARALLEL QR FACTORIZATION ALGORITHM WITH CONTROLLED LOCAL PIVOTING [J].
BISCHOF, CH .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1991, 12 (01) :36-57
[5]  
Brent R., 1973, ALGORITHMS MINIMIZAT
[6]  
BUNCH JR, 1977, MATH COMPUT, V31, P163, DOI 10.1090/S0025-5718-1977-0428694-0
[7]   RANK-ONE MODIFICATION OF SYMMETRIC EIGENPROBLEM [J].
BUNCH, JR ;
NIELSEN, CP ;
SORENSEN, DC .
NUMERISCHE MATHEMATIK, 1978, 31 (01) :31-48
[8]   DIRECT METHODS FOR SOLVING SYMMETRIC INDEFINITE SYSTEMS OF LINEAR EQUATIONS [J].
BUNCH, JR ;
PARLETT, BN .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1971, 8 (04) :639-&
[9]   ANALYSIS OF DIAGONAL PIVOTING METHOD [J].
BUNCH, JR .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1971, 8 (04) :656-&
[10]  
CUPPEN JJM, 1981, NUMER MATH, V36, P177, DOI 10.1007/BF01396757