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Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations

New methods for computing eigenvectors of symmetric block tridiagonal matrices based on twisted block factorizations are explored. The relation of the block where two twisted factorizations meet to an eigenvector of the block tridiagonal matrix is reviewed. Based on this, several new algorithmic str...

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Autores principales: König, Gerhard, Moldaschl, Michael, Gansterer, Wilfried N.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Koninklijke Vlaamse Ingenieursvereniging 2012
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3587346/
https://www.ncbi.nlm.nih.gov/pubmed/23471102
http://dx.doi.org/10.1016/j.cam.2011.07.010
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author König, Gerhard
Moldaschl, Michael
Gansterer, Wilfried N.
author_facet König, Gerhard
Moldaschl, Michael
Gansterer, Wilfried N.
author_sort König, Gerhard
collection PubMed
description New methods for computing eigenvectors of symmetric block tridiagonal matrices based on twisted block factorizations are explored. The relation of the block where two twisted factorizations meet to an eigenvector of the block tridiagonal matrix is reviewed. Based on this, several new algorithmic strategies for computing the eigenvector efficiently are motivated and designed. The underlying idea is to determine a good starting vector for an inverse iteration process from the twisted block factorizations such that a good eigenvector approximation can be computed with a single step of inverse iteration. An implementation of the new algorithms is presented and experimental data for runtime behaviour and numerical accuracy based on a wide range of test cases are summarized. Compared with competing state-of-the-art tridiagonalization-based methods, the algorithms proposed here show strong reductions in runtime, especially for very large matrices and/or small bandwidths. The residuals of the computed eigenvectors are in general comparable with state-of-the-art methods. In some cases, especially for strongly clustered eigenvalues, a loss in orthogonality of some eigenvectors is observed. This is not surprising, and future work will focus on investigating ways for improving these cases.
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spelling pubmed-35873462013-03-05 Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations König, Gerhard Moldaschl, Michael Gansterer, Wilfried N. J Comput Appl Math Article New methods for computing eigenvectors of symmetric block tridiagonal matrices based on twisted block factorizations are explored. The relation of the block where two twisted factorizations meet to an eigenvector of the block tridiagonal matrix is reviewed. Based on this, several new algorithmic strategies for computing the eigenvector efficiently are motivated and designed. The underlying idea is to determine a good starting vector for an inverse iteration process from the twisted block factorizations such that a good eigenvector approximation can be computed with a single step of inverse iteration. An implementation of the new algorithms is presented and experimental data for runtime behaviour and numerical accuracy based on a wide range of test cases are summarized. Compared with competing state-of-the-art tridiagonalization-based methods, the algorithms proposed here show strong reductions in runtime, especially for very large matrices and/or small bandwidths. The residuals of the computed eigenvectors are in general comparable with state-of-the-art methods. In some cases, especially for strongly clustered eigenvalues, a loss in orthogonality of some eigenvectors is observed. This is not surprising, and future work will focus on investigating ways for improving these cases. Koninklijke Vlaamse Ingenieursvereniging 2012-09 /pmc/articles/PMC3587346/ /pubmed/23471102 http://dx.doi.org/10.1016/j.cam.2011.07.010 Text en © 2012 Elsevier B.V. https://creativecommons.org/licenses/by-nc-nd/3.0/ Open Access under CC BY-NC-ND 3.0 (https://creativecommons.org/licenses/by-nc-nd/3.0/) license
spellingShingle Article
König, Gerhard
Moldaschl, Michael
Gansterer, Wilfried N.
Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title_full Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title_fullStr Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title_full_unstemmed Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title_short Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
title_sort computing eigenvectors of block tridiagonal matrices based on twisted block factorizations
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3587346/
https://www.ncbi.nlm.nih.gov/pubmed/23471102
http://dx.doi.org/10.1016/j.cam.2011.07.010
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