Block Lanczos tridiagonalization of complex symmetric matrices

Sanzheng Qiao; Guohong Liu; Wei Xu

doi:10.1117/12.615410

16 September 2005 Block Lanczos tridiagonalization of complex symmetric matrices

Sanzheng Qiao, Guohong Liu, Wei Xu

Proceedings Volume 5910, Advanced Signal Processing Algorithms, Architectures, and Implementations XV; 591010 (2005) https://doi.org/10.1117/12.615410
Event: Optics and Photonics 2005, 2005, San Diego, California, United States

Abstract

The classic Lanczos method is an effective method for tridiagonalizing real symmetric matrices. Its block algorithm can significantly improve performance by exploiting memory hierarchies. In this paper, we present a block Lanczos method for tridiagonalizing complex symmetric matrices. Also, we propose a novel componentwise technique for detecting the loss of orthogonality to stablize the block Lanczos algorithm. Our experiments have shown our componentwise technique can reduce the number of orthogonalizations.

Citation Download Citation

Sanzheng Qiao, Guohong Liu, and Wei Xu "Block Lanczos tridiagonalization of complex symmetric matrices", Proc. SPIE 5910, Advanced Signal Processing Algorithms, Architectures, and Implementations XV, 591010 (16 September 2005); https://doi.org/10.1117/12.615410

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