A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices |
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| Authors: | Chandrasekaran S. Gu M. |
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| Affiliation: | (1) Department of Electrical and Computer Engineering, University of California, Santa Barbara, USA;(2) Department of Mathematics, University of California, Berkeley, USA |
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| Abstract: | ![]()
Summary. We present a fast and numerically stable algorithm for computing the eigendecomposition of a symmetric block diagonal plus semiseparable matrix. We report numerical experiments that indicate that our algorithm is significantly faster than the standard method which treats the given matrix as a general symmetric dense matrix.Mathematics Subject Classification (1991): 15A09, 15A23, 65F05, 65L10, 65R20This research was supported in part by NSF Career Award CCR-9734290.This research was supported in part by NSF Career Award CCR-9702866 and by Alfred Sloan Research Fellowship BR-3720.Received: 10, September 2001 |
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