A generalization of the divide and conquer algorithm for the symmetric tridiagonal eigenproblem

Do Young Kwak; Jaeyeon Kim

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arXiv · 1506.08517

A generalization of the divide and conquer algorithm for the symmetric tridiagonal eigenproblem

Do Young Kwak·Jaeyeon Kim

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Abstract

In this paper, we present a generalized Cuppen's divide-and-conquer algorithm for the symmetric tridiagonal eigenproblem. We extend the Cuppen's work to the rank two modifications of the form $A =T +\beta_1\bw_1\bw_1^T + \beta_2\bw_2\bw_2^T$, where $T$ is a block tridiagonal matrix having three blocks. We introduce a new deflation technique and obtain a secular equation, for which the distribution of eigenvalues is nontrivial. We present a way to count the number of eigenvalues in each subinterval. It turns out that each subinterval contains either none, one or two eigenvalues. Furthermore, computing eigenvectors preserving the orthogonality are also suggested. Some numerical results, showing our algorithm can calculate the eigenvalue twice as fast as the Cuppen's divide-and-conquer algorithm, are included.

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Do Young Kwak, Jaeyeon Kim. 2015-06-29. A generalization of the divide and conquer algorithm for the symmetric tridiagonal eigenproblem. https://arxiv.org/abs/1506.08517

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