Block Lanczos Tridiagonalization of Complex Symmetric Matrices
نویسندگان
چکیده
The classic Lanczos method is an effective method for tridiagonalizing real symmetric matrices. Its block algorithm can significantly improve performance by exploiting memory hierarchies. In this paper, we present a block Lanczos method for tridiagonalizing complex symmetric matrices. Also, we propose a novel componentwise technique for detecting the loss of orthogonality to stablize the block Lanczos algorithm. Our experiments have shown our componentwise technique can reduce the number of orthogonalizations.
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