A study of the invariant subspace decomposition algorithm for banded symmetric matrices. (English) Zbl 0821.65017
Lewis, John G. (ed.), Applied linear algebra. Proceedings of the 5th SIAM conference, held in Snowbird, UT, USA, June 15-18, 1994. Philadelphia, PA: SIAM. 321-325 (1994).
The authors describe an eigensolver for banded symmetric matrices based on the invariant subspace decomposition algorithm. It retains the property of using scalable primitives while reducing the computational complexity of previous versions. Numerical results are presented which indicate that, for large problems, it is competitive sequentially with the \(QR\) algorithm.
For the entire collection see [Zbl 0809.00014].
For the entire collection see [Zbl 0809.00014].
Reviewer: A.L.Andrew (Bundoora)
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
| 65F50 | Computational methods for sparse matrices |
| 65Y20 | Complexity and performance of numerical algorithms |
