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Parallel Divide and Conquer Algorithms for the Symmetric Tridiagonal Eigenproblem and Bidiagonal Singular Value Problem

机译:对称三对角本征问题和双对角奇异值问题的并行分治算法

摘要

Recent advances [2, 7, 9, 13] can improve run times for certain matrix eigen-value problems by orders of magnitude. In this paper we consider applying permutations to real symmetric tridiagonal matrix T to produce a bordered symmetric matrix with two tridiagonal blocks on its diagonal. The spectra decompositions of the tridiagonal blocks are found recursively and then combined with the border to produce a symmetric arrow matrix A. The eigenvalues of A are the zeros of a rational function, f, and are interlaced by the poles, which are the eigenvalues of the unbordered matrix. The eigenvalues of A can be found using a novel zero finder with global monotone cubic convergence. The zero finder can be started at either of the two poles which the zero interlaces. The eigenvectors of A are found by formulas and the spectral decomposition of T can then be computed directly. The bidiagonal singular value problem is equivalent with the ease in which T has a zero diagonal. In this important special case the subproblems retain this structure.
机译:最近的进展[2、7、9、13]可以将某些矩阵特征值问题的运行时间缩短几个数量级。在本文中,我们考虑将置换应用于实对称三对角矩阵T,以产生在对角线上具有两个三对角块的有边界对称矩阵。递归地找到三对角块的光谱分解,然后与边界组合以产生对称的箭头矩阵A。A的特征值是有理函数f的零,并且与极点交错,这是A的特征值无边界矩阵。可以使用具有全局单调三次收敛性的新型零查找器来找到A的特征值。寻零器可以从零交错的两个极点中的任何一个开始。通过公式可以找到A的特征向量,然后可以直接计算T的光谱分解。双对角奇异值问题等同于T具有零对角线的难易程度。在这个重要的特殊情况下,子问题保留了这种结构。

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