Accumulating householder transformations, revisited

被引:24
|
作者
Joffrain, Thierry [1 ]
Low, Tze Meng
Quintana-Orti, Enrique S.
van de Geijn, Robert
Van Zee, Field G.
机构
[1] Univ Texas, Dept Comp Sci, Austin, TX 78712 USA
[2] Univ Jaume 1, Dept Ingn & Ciencia Computadores, Castellon de La Plana 12071, Spain
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 2006年 / 32卷 / 02期
关键词
algorithms; performance; linear algebra; householder transformation; compact WY transform; QR factorization;
D O I
10.1145/1141885.1141886
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
A theorem related to the accumulation of Householder transformations into a single orthogonal transformation known as the compact WY transform is presented. It provides a simple characterization of the computation of this transformation and suggests an alternative algorithm for computing it. It also suggests an alternative transformation, the UT transform, with the same utility as the compact WY Transform which requires less computation and has similar stability properties. That alternative transformation was first published over a decade ago but has gone unnoticed by the community.
引用
收藏
页码:169 / 179
页数:11
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