LAPACK Working Note #2, Block Reduction of Matrices to Condensed Forms for Eigenvalue Computations

In this paper we describe block algorithms for the reduction of a real symmetric matrix to tridiagonal form and for the reduction of a general real matrix to either bidiagonal or Hessenberg form using Householder transformations. The approach is to aggregate the transformations and to apply them in a blocked fashion, thus achieving algorithms that are rich in matrix-matrix operations. These reductions to condensed form typically comprise a preliminary step in the computation of eigenvalues or singular values. With this in mind, we also demonstrate how the initial reduction to tridiagonal or bidiagonal form may be pipelined with the divide and conquer technique for computing the eigensystem of a symmetric matrix or the singular value decomposition of a general matrix to achieve algorithms which are load balanced and rich in matrix-matrix operations.