Orthogonal similarity transformation of a symmetric matrix into a diagonal-plus-semiseparable one with free choice of the diagonal

نویسندگان

  • Raf Vandebril
  • Ellen Van Camp
  • Marc Van Barel
  • Nicola Mastronardi
چکیده

It is well-known how any symmetric matrix can be transformed into a similar tridiagonal one [1, 2]. This orthogonal similarity transformation forms the basic step for various algorithms. For example if one wants to compute the eigenvalues of a symmetric matrix, one can rst transform it into a similar tridiagonal one and then compute the eigenvalues of this tridiagonal matrix. Very recently an algorithm was developed for transforming an arbitrary symmetric matrix, via orthogonal similarity transformations into a similar semiseparable one [3]. This reduction to semiseparable form, can be used, similarly like in the tridiagonal case as a basic step for calculating for example the eigenvalues. In this talk, we repeat the former similarity transformations into tridiagonal and semiseparable form and present a new algorithm which reduces, by means of orthogonal similarity transformations, symmetric matrices into similar diagonalplus-semiseparable ones, with a free choice of the diagonal [4]. By numerical experiments, we compare the accuracy of the three reduction algorithms and show that they all asymptotically have the same complexity. Finally we illustrate that special choices of the diagonal for the reduction into diagonal-plus-semiseparable form, create a speci c convergence behavior.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Homotopy algorithm for the symmetric diagonal-plus-semiseparable eigenvalue problem

A dense symmetric matrix can be reduced into a similar diagonalplus-semiseparable one by means of orthogonal similarity transformations. This makes such a diagonal-plus-semiseparable representation a good alternative to the tridiagonal one when solving dense linear algebra problems. For symmetric tridiagonal matrices there have been developed different homotopy eigensolvers. We present a homoto...

متن کامل

An Orthogonal Similarity Reduction of a Matrix into Semiseparable Form

An orthogonal similarity reduction of a matrix to semiseparable form. Abstract It is well known how any symmetric matrix can be reduced by an orthogonal similarity transformation into tridiagonal form. Once the tridiagonal matrix has been computed, several algorithms can be used to compute either the whole spectrum or part of it. In this paper, we propose an algorithm to reduce any symmetric ma...

متن کامل

A Cholesky Lr Algorithm for the Positive Definite Symmetric Diagonal-plus- Semiseparable Eigenproblem

We present a Cholesky LR algorithm with Laguerre’s shift for computing the eigenvalues of a positive definite symmetric diagonal-plus-semiseparable matrix. By exploiting the semiseparable structure, each step of the method can be performed in linear time.

متن کامل

A new iteration for computing the eigenvalues of semiseparable (plus diagonal) matrices

This paper proposes a new type of iteration based on a structured rank factorization for computing eigenvalues of semiseparable and semiseparable plus diagonal matrices. Also the case of higher order semiseparability ranks is included. More precisely, instead of the traditional QR-iteration, a QH-iteration will be used. The QH-factorization is characterized by a unitary matrix Q and a Hessenber...

متن کامل

A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices

We present a fast and numerically stable algorithm for computing the eigendecom-position of a symmetric block diagonal plus semiseparable matrix. We report numerical experiments that indicate that our algorithm is signiicantly faster than the standard method which treats the given matrix as a general symmetric dense matrix.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Numerische Mathematik

دوره 102  شماره 

صفحات  -

تاریخ انتشار 2006