eig bisection (stevx2) #212
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routine called by users; stevx2_bisection.cc is the parallel reursive subroutine using omp tasks. This relies on geqrf and unmqr to parallelize orthogonalization of the eigenvectors. test_stevx2.cc performs simple tests, using the Kahan matrix (internal) to verify correct eigenvalue performance and correct eigenvectors. lapackpp contains the new sturm sequence and a tester, separately committed.
ranges to divide an eigenvalue range into panels that all contain the same number of eigenvalues (except the last panel, of course). This is tested. The purpose is the first step in MPI parallelization, presuming stevx2() will then be called recursively process each panel. Extensive notes are included for a plan to do the rest of MPI; they can be deleted after implementation. The new routine was extensively tested.
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Pulling over an old PR from Bitbucket. See https://bitbucket.org/icl/slate-dev/pull-requests/127
Adds stevx2, openmp parallel-only, one node.
stevx2is the main routine called by users;stevx2_bisectionis the parallel reursive subroutine using omp tasks. This relies ongeqrfandunmqrto parallelize orthogonalization of the eigenvectors. test_stevx2.cc performs simple tests, using the Kahan matrix (internal) to verify correct eigenvalue performance and correct eigenvectors. LAPACK++ contains the new Sturm sequence and tester, separately committed.