A Divide-and-Conquer Method for the Takagi Factorization

نویسندگان

  • Wei Xu
  • Sanzheng Qiao
چکیده

This paper presents a divide-and-conquer method for computing the Takagi factorization, or symmetric singular value decomposition, of a complex symmetric and tridiagonal matrix. An analysis of accuracy shows that our method produces accurate Takagi values and orthogonal Takagi vectors. Our preliminary numerical experiments have confirmed our analysis and demonstrated that our divide-and-conquer method is much more efficient than the implicit QR method even for moderately large matrices.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 30  شماره 

صفحات  -

تاریخ انتشار 2008