Bunch-Kaufman Factorization for Real Symmetric Indefinite Banded Matrices
Abstract
The Bunch-Kaufman algorithm for factoring symmetric indefinite matrices has been rejected for banded matrices because it destroys the banded structure of the matrix. Herein, it is shown that for a subclass of real symmetric matrices which arise in solving the generalized eigenvalue problem using Lanczos's method, the Bunch-Kaufman algorithm does not result in major destruction of the bandwidth. Space time complexities of the algorithm are given and used to show that the Bunch-Kaufman algorithm is a significant improvement over LU factorization.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1989
- Accession Number
- ADA211415
Entities
People
- Mark T. Jones
- Merrell L. Patrick