A divide-and-conquer method for the Takagi factorization

被引:25
|
作者
Xu, Wei [1 ]
Qiao, Sanzheng [1 ]
机构
[1] McMaster Univ, Dept Comp & Software, Hamilton, ON L8S 4K1, Canada
关键词
divide-and-conquer method; symmetric SVD; Takagi factorization;
D O I
10.1137/050624558
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper presents a divide-and-conquer method for computing the symmetric singular value decomposition, or Takagi factorization, of a complex symmetric and tridiagonal matrix. An analysis of accuracy shows that our method produces accurate Takagi values and orthogonal Takagi vectors. Our preliminary numerical experiments have confirmed our analysis and demonstrated that our divide-and-conquer method is much more efficient than the implicit QR method even for moderately large matrices.
引用
收藏
页码:142 / 153
页数:12
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