A Blocked Jacobi Method for the Symmetric Eigenproblem

Abstract

A block matrix generalization of the Jacobi rotation method for computing the eigen decomposition of a symmetric matrix is presented. This Blocked Classical Jacobi (BCJ) algorithm selects for block rotation at each step the off-diagonal block(s) of largest mass. The BCJ algorithm exhibits substantially shorter runtimes than another blocked Jacobi method, but is slower than a scalar Jacobi algorithm on random matrices with i.i.d. uniform elements. A probabilistic analysis of the BCJ selection method is presented. Timings and other data are presented from experiments on random matrices.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1989
Accession Number
ADA206553

Entities

People

  • David E. Foulser

Organizations

  • Yale University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Science
  • Computers
  • Convergence
  • Distribution Functions
  • Efficiency
  • Iterations
  • Normal Distribution
  • Order Statistics
  • Parallel Computing
  • Probability
  • Probability Distributions
  • Random Variables
  • Rotation
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.