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A parallel algorithm for the reduction to tridiagonal form for eigendecomposition

Hegland, Markus; Kahn, Margaret Helen; Osborne, M. R

Description

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]

CollectionsANU Research Publications
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40764
http://digitalcollections.anu.edu.au/handle/1885/40764
Source: SIAM Journal on Scientific Computing

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