Block tridiagonalization of "effectively" sparse symmetric matrices

  • Authors:
  • Yihua Bai;Wilfried N. Gansterer;Robert C. Ward

  • Affiliations:
  • University of Tennessee, Knoxville, TN;University of Vienna, Wien, Lenaugasse, Austria;University of Tennessee, Knoxville, TN

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2004

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Abstract

A block tridiagonalization algorithm is proposed for transforming a sparse (or "effectively" sparse) symmetric matrix into a related block tridiagonal matrix, such that the eigenvalue error remains bounded by some prescribed accuracy tolerance. It is based on a heuristic for imposing a block tridiagonal structure on matrices with a large percentage of zero or "effectively zero" (with respect to the given accuracy tolerance) elements. In the light of a recently developed block tridiagonal divide-and-conquer eigensolver [Gansterer, Ward, Muller, and Goddard, III, SIAM J. Sci. Comput. 25 (2003), pp. 65--85], for which block tridiagonalization may be needed as a preprocessing step, the algorithm also provides an option for attempting to produce at least a few very small diagonal blocks in the block tridiagonal matrix. This leads to low time complexity of the last merging operation in the block divide-and-conquer method. Numerical experiments are presented and various block tridiagonalization strategies are compared.