Symmetric multisplitting of a symmetric positive definite matrix
نویسندگان
چکیده
منابع مشابه
DDtBe for Band Symmetric Positive Definite Matrices
We present a new parallel factorization for band symmetric positive definite (s.p.d) matrices and show some of its applications. Let A be a band s.p.d matrix of order n and half bandwidth m. We show how to factor A as A =DDt Be using approximately 4nm2 jp parallel operations where p =21: is the number of processors. Having this factorization, we improve the time to solve Ax = b by a factor of m...
متن کاملA fast algorithm for computing the smallest eigenvalue of a symmetric positive-definite Toeplitz matrix
Recent progress in signal processing and estimation has generated considerable interest in the problem of computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix. Several algorithms have been proposed in the literature. Many of them compute the smallest eigenvalue in an iterative fashion, relying on the Levinson–Durbin solution of sequences of Yule–Walker systems. Exp...
متن کاملA Randomized Algorithm for Approximating the Log Determinant of a Symmetric Positive Definite Matrix
We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite matrix. The algorithm is randomized and proceeds in two steps: first, it finds an approximation to the largest eigenvalue of the matrix after running a few iterations of the so-called “power method” from the numerical linear algebra literature. Then, using this information, it appr...
متن کاملA hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix
In this paper we suggest a hybrid method for computing the smallest eigenvalue of a symmetric and positive definite Toeplitz matrix which takes advantage of two types of methods, Newton’s method for the characteristic polynomial and projection methods based on rational interpolation of the secular equation.
متن کاملA Schur–based algorithm for computing the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
Recent progress in signal processing and estimation has generated considerable interest in the problem of computing the smallest eigenvalue of symmetric positive definite Toeplitz matrices. Several algorithms have been proposed in the literature. Many of them compute the smallest eigenvalue in an iterative fashion, relying on the Levinson–Durbin solution of sequences of Yule–Walker systems. Exp...
متن کاملذخیره 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: Linear Algebra and its Applications
سال: 1998
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(98)10151-9