Restructuring the Tridiagonal and Bidiagonal QR Algorithms for Performance

We show how both the tridiagonal and bidiagonal QR algorithms can be restructured so that they become rich in operations that can achieve near-peak performance on a modern processor. The key is a novel, cache-friendly algorithm for applying multiple sets of Givens rotations to the eigenvector/singul...

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Veröffentlicht in:	ACM transactions on mathematical software 2014-04, Vol.40 (3), p.1-34
Hauptverfasser:	Van Zee, Field G., van de Geijn, Robert A., Quintana-Ortí, Gregorio
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Computation Eigenvectors Mathematical analysis Mathematical models QR algorithms Singular value decomposition Vectors (mathematics)
Online-Zugang:	Volltext
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