Computing eigenvectors of block tridiagonal matrices based on twisted block factorizations

Gerhard König, Michael Moldaschl, Wilfried N. Gansterer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

New methods for computing eigenvectors of symmetric block tridiagonal matrices based on twisted block factorizations are explored. The relation of the block where two twisted factorizations meet to an eigenvector of the block tridiagonal matrix is reviewed. Based on this, several new algorithmic strategies for computing the eigenvector efficiently are motivated and designed. The underlying idea is to determine a good starting vector for an inverse iteration process from the twisted block factorizations such that a good eigenvector approximation can be computed with a single step of inverse iteration. An implementation of the new algorithms is presented and experimental data for runtime behaviour and numerical accuracy based on a wide range of test cases are summarized. Compared with competing state-of-the-art tridiagonalization-based methods, the algorithms proposed here show strong reductions in runtime, especially for very large matrices and/or small bandwidths. The residuals of the computed eigenvectors are in general comparable with state-of-the-art methods. In some cases, especially for strongly clustered eigenvalues, a loss in orthogonality of some eigenvectors is observed. This is not surprising, and future work will focus on investigating ways for improving these cases.

Original languageEnglish
Pages (from-to)3696-3703
Number of pages8
JournalJournal of Computational and Applied Mathematics
Volume236
Issue number15
Early online date20 Jul 2011
DOIs
Publication statusPublished - 1 Sep 2012

Keywords

  • Block tridiagonal matrix
  • Eigenvector computation
  • Inverse iteration
  • Twisted block factorization
  • Twisted factorization

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