arXiv · 1801.04175
A fast spectral divide-and-conquer method for banded matrices
Abstract
Based on the spectral divide-and-conquer algorithm by Nakatsukasa and Higham [SIAM J. Sci. Comput., 35(3): A1325-A1349, 2013], we propose a new algorithm for computing all the eigenvalues and eigenvectors of a symmetric banded matrix. For this purpose, we combine our previous work on the fast computation of spectral projectors in the so called HODLR format, with a novel technique for extracting a basis for the range of such a HODLR matrix. The numerical experiments demonstrate that our algorithm exhibits quasilinear complexity and allows for conveniently dealing with large-scale matrices.
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Ana Šušnjara, Daniel Kressner. 2018-01-12. A fast spectral divide-and-conquer method for banded matrices. https://arxiv.org/abs/1801.04175
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