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A DIVIDE-AND-CONQUER METHOD FOR THE TAKAGI FACTORIZATION.

Authors :
Wei Xu
Sanzheng Qiao
Source :
SIAM Journal on Matrix Analysis & Applications. 2008, Vol. 30 Issue 1, p142-153. 12p. 4 Charts.
Publication Year :
2008

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
30
Issue :
1
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
31426087
Full Text :
https://doi.org/10.1137/050624558