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

Authors:
S. Chandrasekaran;M. Gu
Affiliations:
University of California, Department of Electrical and Computer Engineering, USA;University of California, Department of Mathematics, USA
Venue:
Numerische Mathematik
Year:
2004

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Abstract

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.