Band reduction algorithms revisited

  • Authors:
  • Linda Kaufman

  • Affiliations:
  • Bell Laboratories, Livingston, NJ

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2000

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Abstract

In this paper we explain some of the changes that have been incorporated in the latest version of the LAPACK subroutine for reducing a symmetric banded matrix to tridiagonal form. These modifications improve the performance for larger-bandwidth problems and reduce the number of operations when accumulating the transformations onto the identity matrix, by taking advantage of the structure of the initial matrix. We show that similar modifications can be made to the LAPACK subroutines for reducing a symmetric positive definite generalized eigenvalue problem to a standard symmetric banded eigenvalue problem and for reducing a general banded matrix to bidiagonal form to facilitate the computation of the singular values of the matrix.