Simultaneous band reduction of two symmetric matrices |
| |
Authors: | Lei Du Akira Imakura Tetsuya Sakurai |
| |
Abstract: | In this paper, we consider simultaneous band reduction of two dense symmetric matrices by congruent transformations. The ideas of simultaneous tridiagonalization are generalized to propose an efficient algorithm for the simultaneous band reduction. In contrast to the algorithms of simultaneous tridiagonalization which are mainly based on matrix–vector operations, the proposed algorithm of simultaneous band reduction has the advantage that matrix–matrix operations can be fully used to achieve better performance on modern computer architecture. Numerical results are presented to illustrate the effectiveness of our proposed algorithm. |
| |
Keywords: | Simultaneous band reduction Dense symmetric matrices Matrix pencil WY representation |
本文献已被 ScienceDirect 等数据库收录! |