A parallel algorithm for the reduction to tridiagonal form for eigendecomposition
A new algorithm for the orthogonal reduction of a symmetric matrix to tridiagonal form is developed and analysed. It uses a Cholesky factorization of the original matrix and the rotations are applied to the factors. The idea is similar to the one used for the one-sided Jacobi algorithms [B. Zhou and R. Brent, A Parallel Ordering Algorithm for Efficient One-Sided Jacobi SVD Computations, Proc. Sixth IASTED-ISMM International Conference on Parallel and Distributed Computing and Systems, pp....[Show more]
|Collections||ANU Research Publications|
|Source:||SIAM Journal on Scientific Computing|
|TR-CS-96-06.pdf||241.23 kB||Adobe PDF|
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