The LR Cholesky algorithm for symmetric hierarchical matrices

DOI10.1016/j.laa.2013.03.001zbMath1281.65051OpenAlexW2011615409WikidataQ115224036 ScholiaQ115224036MaRDI QIDQ389579

Thomas Mach, Peter Benner

Publication date: 21 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.laa.2013.03.001

zbMATH Keywords

numerical exampleeigenvaluessparse matricessemiseparable matrices\(\mathcal H_\ell\)-matricesLR Cholesky algorithmsymmetric hierarchical matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Direct numerical methods for linear systems and matrix inversion (65F05)

Uses Software

• LAPACK
• JDQR
• JDQZ

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence of algorithms of decomposition type for the eigenvalue problem
• Rank structures preserved by the \(QR\)-algorithm: the singular case
• Hierarchical matrices. A means to efficiently solve elliptic boundary value problems
• Transforming a hierarchical into a unitary-weight representation
• On the QR decomposition of \({\mathcal {H}}\)-matrices
• A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
• Two connections between the \(SR\) and \(HR\) eigenvalue algorithms
• Construction and arithmetics of \(\mathcal H\)-matrices
• Introduction to hierarchical matrices with applications.
• \(QR\)-like algorithms for eigenvalue problems
• Hierarchical matrices based on a weak admissibility criterion
• A Cholesky LR algorithm for the positive definite symmetric diagonal-plus-semiseparable eigenproblem
• An implicit \(Q\) theorem for Hessenberg-like matrices
• Structures preserved by the QR-algorithm
• The LR transformation method for symmetric matrices
• Computing All or Some Eigenvalues of Symmetric $\mathcal{H}_{\ell}$-Matrices
• Fast algorithms for hierarchically semiseparable matrices
• qd-Type Methods for Quasiseparable Matrices
• An implicit QR algorithm for symmetric semiseparable matrices
• Rational Krylov matrices and QR steps on Hermitian diagonal‐plus‐semiseparable matrices
• Hierarchische Matrizen
• LAPACK Users' Guide
• The Relation Between the QR and LR Algorithms
• Templates for the Solution of Algebraic Eigenvalue Problems
• Über eine kubisch konvergente Variante der LR‐Transformation
• The preconditioned inverse iteration for hierarchical matrices
• The Matrix Eigenvalue Problem

This page was built for publication: The LR Cholesky algorithm for symmetric hierarchical matrices