A novel, blocked algorithm for the reduction to Hessenberg-triangular form

نویسندگان

چکیده

We present an alternative algorithm and implementation for theHessenberg-triangular reduction, essential step in the QZalgorithm solving generalized eigenvalue problems. Thereduction has a cubic computational complexity, hence,high-performance implementations are compulsory keeping thecomputing time under control. Our is of simplemathematical nature relies on connection betweengeneralized classical Via system andthe reduction single matrix to Hessenberg form, we areable get theoretically equivalent toHessenberg-triangular form. As result, can perform most thecomputational work by relying existing, highly efficient implementations,which make extensive use blocking. The accompanying error analysisshows that preprocessing iterative refinement benecessary achieve accurate results. Numerical results showcompetitiveness with existing implementations.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Blocked Algorithms for the Reduction to Hessenberg-triangular Form Revisited

We present two variants of Moler and Stewart’s algorithm for reducing a matrix pair to Hessenberg-triangular (HT) form with increased data locality in the access to the matrices. In one of these variants, a careful reorganization and accumulation of Givens rotations enables the use of efficient level 3 BLAS. Experimental results on four different architectures, representative of current high pe...

متن کامل

Efficient Algorithm for Simultaneous Reduction to the m-Hessenberg–Triangular–Triangular Form

This paper proposes an efficient algorithm for simultaneous reduction of three matrices. The algorithm is a blocked version of the algorithm described by Miminis and Page (1982) which reduces A to the m-Hessenberg form, and B and E to the triangular form. The m-Hessenberg– triangular–triangular form of matrices A, B and E is specially suitable for solving multiple shifted systems. Such shifted ...

متن کامل

Parallel Reduction of a Block Hessenberg-Triangular Matrix Pair to Hessenberg-Triangular Form—Algorithm Design and Performance Results

The design, implementation and performance of a parallel algorithm for reduction of a matrix pair in block upper Hessenberg-Triangular form (Hr, T ) to upper Hessenberg-triangular form (H, T ) is presented. This reduction is the second stage in a two-stage reduction of a regular matrix pair (A, B) to upper Hessenberg-Triangular from. The desired upper Hessenberg-triangular form is computed usin...

متن کامل

A Householder-based algorithm for Hessenberg-triangular reduction∗

The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil A − λB requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on Givens rotations partially accumulated into small dense matrices which are subsequently applied using matrix multiplication routines. A non-vanishing fraction of the ...

متن کامل

Reduction of a Regular Matrix Pair (A, B) to Block Hessenberg Triangular Form

An algorithm for reduction of a regular matrix pair (A; B) to block Hessenberg-triangular form is presented. This condensed form Q T (A; B)Z = (H; T), where H and T are block upper Hessenberg and upper triangular, respectively, and Q and Z orthogonal, may serve as a rst step in the solution of the generalized eigenvalue problem Ax = Bx. It is shown how an elementwise algorithm can be reorganize...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Linear Algebra

سال: 2022

ISSN: ['1081-3810', '1537-9582']

DOI: https://doi.org/10.13001/ela.2022.6483