A parallel Broyden approach to the Toeplitz inverse eigenproblem

In this work we show a portable sequential and a portable parallel algorithm for solving the inverse eigenproblem for real symmetric Toeplitz matrices. Both algorithms are based on Broyden's method for solving nonlinear systems. We reduced the computational cost for some problem sizes, and furthermore we managed to reduce spatial cost considerably, compared in both cases with parallel algorithms proposed by other authors and by us, although sometimes quasi-Newton methods (as Broyden) do not reach convergence in all the test cases. We have implemented the parallel algorithm using the parallel numerical linear algebra library SCALAPACK based on the MPI environment. Experimental results have been obtained using two different architectures: a shared memory multiprocessor, the SGI PowerChallenge, and a cluster of Pentium II PCs connected through a myrinet network. The algorithms obtained are scalable in all the cases. Copyright © 2004 John Wiley & Sons, Ltd.