A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem

DOI10.1016/J.LAA.2007.07.006MaRDI QIDQ2465323zbMATH OpenOpenAlexFDO

Authors Bor Plestenjak, Marc van Barel, Ellen Van Camp

Publication date 3 January 2008

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2007.07.006

zbMATH Keywords

numerical resultsCholesky decompositionpositive definitesymmetric eigenvalue problemLaguerre's methoddiagonal-plus-semiseparable matrixLR algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• A note on the recursive calculation of dominant singular subspaces
• An implicit QR algorithm for symmetric semiseparable matrices
• Divide and conquer algorithms for computing the eigendecomposition of symmetric diagonal-plus-semiseparable matrices
• Fast inversion algorithms for a class of block structured matrices
• Fast inversion algorithms for diagonal plus semiseparable matrices
• Generalized Hessenberg matrices.
• LAPACK Users' Guide
• LR algorithm with Laguerre shift for symmetric tridiagonal matrices
• Orthogonal similarity transformation of a symmetric matrix into a diagonal-plus-semiseparable one with free choice of the diagonal
• Rational Krylov matrices and QR steps on Hermitian diagonal‐plus‐semiseparable matrices
• Structures preserved by the QR-algorithm

Cited in

(6)

• Direct and inverse eigenvalue problems for diagonal-plus-semiseparable matrices
• Divide and conquer algorithms for computing the eigendecomposition of symmetric diagonal-plus-semiseparable matrices
• Cholesky decomposition of a positive semidefinite matrix with known kernel
• Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
• A divide-and-conquer algorithm for the eigendecomposition of symmetric block-diagonal plus semiseparable matrices
• The LR Cholesky algorithm for symmetric hierarchical matrices

Describes a project that uses

Uses Software

• LAPACK

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