A Parallelizable Eigensolver for Real Diagonalizable Matrices with Real Eigenvalues

In this paper, preliminary research results on a new algorithm for finding all the eigenvalues and eigenvectors of a real diagonalizable matrix with real eigenvalues are presented. The basic mathematical theory behind this approach is reviewed and is followed by a discussion of the numerical considerations of the actual implementation. The numerical algorithm has been tested on thousands of matrices on both a Cray-2 and an IBM RS/6000 Model 580 workstation. The results of these tests are presented. Finally, issues concerning the parallel implementation of the algorithm are discussed. The algorithm's heavy reliance on matrix--matrix multiplication, coupled with the divide and conquer nature of this algorithm, should yield a highly parallelizable algorithm.