The twisted factorization of a tridiagonal matrix T plays an important role in inverse iteration as featured in the MRRR algorithm. The twisted structure simplifies the computation
of the eigenvector approximation and can also improve the accuracy.
A tridiagonal twisted factorization is given by T=MkΔkNk where Δk is diagonal, Mk,Nk have unit diagonals, and the k-th column of Mk and the k-th row of Nk correspond to the k-th column and row of the identity, that is
.
This paper gives a constructive proof for the existence of the twisted factorizations of a general banded matrix A. We show that for a given twist index k, there actually are two such factorizations.
We also investigate the implications on inverse iteration and discuss the role of pivoting.
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