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]
Collections | ANU Research Publications |
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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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File | Description | Size | Format | Image |
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TR-CS-96-06.pdf | 241.23 kB | Adobe PDF |
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