Reducing the Symmetric Matrix Eigenvalue Problem to Matrix Multiplications
One important issue for matrix eigenvalue problems on high performance parallel computers is the cost of data movement. The paper shows that the eigenvalues and eigenvectors of a symmetric \(n\times n\) matrix can be found by \(O(\log_ 2n)\) matrix multiplications. A numerical method is developed to reduce the symmetric matrix eigenvalue problem to a number of matrix multiplications. The principle of the method is based on the fact that matrix multiplications can be implemented more efficiently than matrix-vector or vector-vector operations. The method performs \(O(n^ 3\log_ 2n)\) floating point operations with \(O(n^ 2\log_ 2n)\) data movement, while the traditional algorithm performs \(O(n^ 3)\) operations and \(O(n^ 3)\) data movements.
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- Publication:4721525
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- scientific article; zbMATH DE number 27983 (Why is no real title available?)
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