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Parallel Divide and Conquer generalized eigensolver using ScaLAPACK

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Description

The only available parallel generalized eigensolver in ScaLAPACK is the pdsygvx routine (which uses the implicit QL/QR method). This repo includes an implementation of the parallel divide-and-conquer generalized eigensolver (pdsygvd). The usage of this routine is similar to pdsygvx, except it always calculates all the eigenvalues and eigenvectors.

Run a test

Compile the code by

make clean; make

Run a test by

mpirun -np <np> ./test_eig <matrix size> <np1> <np2>

where np is the number of processes, np1 x np2 = np. For example, test a 8 x 8 matrix with 4 processes using a 2 x 2 process grid as follows

mpirun -np 4 ./test_eig 8 2 2

Caution

This routine is not fully tested, use with caution!

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Parallel Divide and Conquer generalized eigensolver using ScaLAPACK

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