Computing approximate eigenpairs of symmetric block tridiagonal matrices

被引:22
作者
Gansterer, WN
Ward, RC
Muller, RP
Goddard, WA
机构
[1] Univ Tennessee, Dept Comp Sci, Knoxville, TN 37996 USA
[2] CALTECH, Beckman Inst, Mat & Proc Simulat Ctr, Pasadena, CA 91125 USA
关键词
block tridiagonal matrix; eigenvalue problem; divide-and-conquer method; approximate eigenpairs;
D O I
10.1137/S1064827501399432
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A divide-and-conquer method for computing approximate eigenvalues and eigenvectors of a block tridiagonal matrix is presented. In contrast to a method described earlier [W. N. Gansterer, R. C. Ward, and R. P. Muller, ACM Trans. Math. Software, 28 ( 2002), pp. 45-58], the off-diagonal blocks can have arbitrary ranks. It is shown that lower rank approximations of the off-diagonal blocks as well as relaxation of deflation criteria permit the computation of approximate eigenpairs with prescribed accuracy at significantly reduced computational cost compared to standard methods such as, for example, implemented in Lapack.
引用
收藏
页码:65 / 85
页数:21
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