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A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices

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Summary.

We present a fast and numerically stable algorithm for computing the eigendecomposition of a symmetric block diagonal plus semiseparable matrix. We report numerical experiments that indicate that our algorithm is significantly faster than the standard method which treats the given matrix as a general symmetric dense matrix.

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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, University of California, Santa Barbara, USA

    S. Chandrasekaran

  2. Department of Mathematics, University of California, Berkeley, USA

    M. Gu

Authors
  1. S. Chandrasekaran
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  2. M. Gu
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Corresponding author

Correspondence to S. Chandrasekaran.

Additional information

Mathematics Subject Classification (1991): 15A09, 15A23, 65F05, 65L10, 65R20

This research was supported in part by NSF Career Award CCR-9734290.

This research was supported in part by NSF Career Award CCR-9702866 and by Alfred Sloan Research Fellowship BR-3720.

Received: 10, September 2001

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Chandrasekaran, S., Gu, M. A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices. Numer. Math. 96, 723–731 (2004). https://doi.org/10.1007/s00211-002-0199-1

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  • DOI: https://doi.org/10.1007/s00211-002-0199-1

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