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A framework for symmetric band reduction

Published: 01 December 2000 Publication History

Abstract

We develop an algorithmic framework for reducing the bandwidth of symmetric matrices via orthogonal similarity transformations. This framework includes the reduction of full matrices to banded or tridiagonal form and the reduction of banded matrices to narrower banded or tridiagonal form, possibly in multiple steps. Our framework leads to algorithms that require fewer floating-point operations than do standard algorithms, if only the eigenvalues are required. In addition, it allows for space-time tradeoffs and enables or increases the use of blocked transformations.

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Cited By

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  • (2023)Fast Symmetric Eigenvalue Decomposition via WY Representation on Tensor CoreProceedings of the 28th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming10.1145/3572848.3577516(301-312)Online publication date: 25-Feb-2023
  • (2023)Efficient parallel reduction of bandwidth for symmetric matricesParallel Computing10.1016/j.parco.2023.102998115:COnline publication date: 1-Feb-2023
  • (2023)Automatic performance tuning using the ATMathCoreLib tool: Two experimental studies related to dense symmetric eigensolversConcurrency and Computation: Practice and Experience10.1002/cpe.784936:10Online publication date: 30-Jun-2023
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Timothy R. Hopkins

The main paper proposes an algorithmic framework for reducing the bandwidth of symmetric matrices using orthogonal similarity transformations. The framework generalizes the ideas underlying the Householder tridiagonalization of full matrices, along with the Rutishauser's and, Murata and Horikoshi/Lang algorithms for banded matrices. The general multistep method proposed consists of the repeated application of a one-step band reduction algorithm which "peels off" a predefined number of subdiagonals. Various instances of this algorithm are discussed which both minimize the number of flops required given different storage constraints and improve data locality. The effect of computing eigenvectors is also considered. The improved execution speeds of these new algorithms over codes currently available in LAPACK is discussed. The companion algorithm paper describes the implementation of a software toolbox for reducing full symmetric matrices to banded form, banded matrices to narrower banded or tridiagonal form (with optional accumulation of orthogonal transformations) along with codes for converting matrix data from conventional or banded storage to more efficient packed storage schemes. The Fortran software, provided as a part of the Collected Algorithms, allows users to experiment with different reduction schemes with the aim of producing tailored code for particular hardware and applications.

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Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 26, Issue 4
Dec. 2000
155 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/365723
  • Editor:
  • Ronald F. Boisvert
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 December 2000
Published in TOMS Volume 26, Issue 4

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Author Tags

  1. blocked Householder transformations
  2. symmetric matrices
  3. tridiagonalization

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Cited By

View all
  • (2023)Fast Symmetric Eigenvalue Decomposition via WY Representation on Tensor CoreProceedings of the 28th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming10.1145/3572848.3577516(301-312)Online publication date: 25-Feb-2023
  • (2023)Efficient parallel reduction of bandwidth for symmetric matricesParallel Computing10.1016/j.parco.2023.102998115:COnline publication date: 1-Feb-2023
  • (2023)Automatic performance tuning using the ATMathCoreLib tool: Two experimental studies related to dense symmetric eigensolversConcurrency and Computation: Practice and Experience10.1002/cpe.784936:10Online publication date: 30-Jun-2023
  • (2022)A parallel structured banded DC algorithm for symmetric eigenvalue problemsCCF Transactions on High Performance Computing10.1007/s42514-022-00117-95:2(116-128)Online publication date: 11-Aug-2022
  • (2022)Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problemNumerical Algorithms10.1007/s11075-022-01377-w92:1(917-944)Online publication date: 8-Aug-2022
  • (2022)Blocked algorithms for the reduction to Hessenberg-triangular form revisited BIT10.1007/s10543-008-0180-148:3(563-584)Online publication date: 11-Mar-2022
  • (2021)A fast spectral divide‐and‐conquer method for banded matricesNumerical Linear Algebra with Applications10.1002/nla.236528:4Online publication date: 8-Mar-2021
  • (2020)High-performance sampling of generic determinantal point processesPhilosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences10.1098/rsta.2019.0059378:2166(20190059)Online publication date: 20-Jan-2020
  • (2019)Cache-efficient implementation and batching of tridiagonalization on manycore CPUsProceedings of the International Conference on High Performance Computing in Asia-Pacific Region10.1145/3293320.3293329(71-80)Online publication date: 14-Jan-2019
  • (2019)An Input/Output Efficient Algorithm for Hessenberg ReductionInternational Journal of Foundations of Computer Science10.1142/S012905411950026630:08(1279-1300)Online publication date: 12-Dec-2019
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