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A Divide-and-Conquer Method for the Takagi...
Journal article

A Divide-and-Conquer Method for the Takagi Factorization

Abstract

This paper presents a divide-and-conquer method for computing the symmetric singular value decomposition, or Takagi factorization, of a complex symmetric and tridiagonal matrix. An analysis of accuracy shows that our method produces accurate Takagi values and orthogonal Takagi vectors. Our preliminary numerical experiments have confirmed our analysis and demonstrated that our divide-and-conquer method is much more efficient than the implicit QR method even for moderately large matrices.

Authors

Xu W; Qiao S

Journal

SIAM Journal on Matrix Analysis and Applications, Vol. 30, No. 1, pp. 142–153

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Publication Date

December 1, 2008

DOI

10.1137/050624558

ISSN

0895-4798

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