Computing orthogonal decompositions of block tridiagonal or banded matrices

  • Authors:
  • Wilfried N. Gansterer

  • Affiliations:
  • Institute of Distributed and Multimedia Systems, University of Vienna, Austria

  • Venue:
  • ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part I
  • Year:
  • 2005

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Abstract

A method for computing orthogonal URV/ULV decompositions of block tridiagonal (or banded) matrices is presented. The method discussed transforms the matrix into structured triangular form and has several attractive properties: The block tridiagonal structure is fully exploited; high data locality is achieved, which is important for high efficiency on modern computer systems; very little fill-in occurs, which leads to no or very low memory overhead; and in most practical situations observed the transformed matrix has very favorable numerical properties. Two variants of this method are introduced and compared.