HOUSEHOLDER REDUCTION

This tutorial discusses Householder reduction of n linear equations to a triangular form which can be solved by back substitution. The main strengths of the method are its numerical stability and suitability for parallel computing. We explain how Householder reduction can be derived from elementary matrix algebra. The method is illustrated by a numerical example and a Pascal algorithm. We assume that the reader has a general knowledge of vector and matrix algebra but is less familiar with linear transformation of a vector space

A Householder-based algorithm for Hessenberg-triangular reduction

The QZ algorithm for computing eigenvalues and eigenvectors of a matrix pencil $A - \lambda B$ requires that the matrices first be reduced to Hessenberg-triangular (HT) form. The current method of choice for HT reduction relies entirely on Givens rotations regrouped and accumulated into small dense matrices which are subsequently applied using matrix multiplication routines. A non-vanishing fraction of the total flop count must nevertheless still be performed as sequences of overlapping Givens rotations alternately applied from the left and from the right. The many data dependencies associated with this computational pattern leads to inefficient use of the processor and poor scalability. In this paper, we therefore introduce a fundamentally different approach that relies entirely on (large) Householder reflectors partially accumulated into block reflectors, by using (compact) WY representations. Even though the new algorithm requires more floating point operations than the state of the art algorithm, extensive experiments on both real and synthetic data indicate that it is still competitive, even in a sequential setting. The new algorithm is conjectured to have better parallel scalability, an idea which is partially supported by early small-scale experiments using multi-threaded BLAS. The design and evaluation of a parallel formulation is future work

An experimental comparison of several approaches to the linear least squares problem

Algorithms and original data matrix approaches compared for linear least squares proble

Quantum mechanical study of molecules - Eigenvalues and eigenvectors of real symmetric matrices

Computer methods for calculating eigenvalue and eigenvectors of real symmetric matrices arising in problems of molecular quantum mechanic

Minimizing Communication for Eigenproblems and the Singular Value Decomposition

Algorithms have two costs: arithmetic and communication. The latter represents the cost of moving data, either between levels of a memory hierarchy, or between processors over a network. Communication often dominates arithmetic and represents a rapidly increasing proportion of the total cost, so we seek algorithms that minimize communication. In \cite{BDHS10} lower bounds were presented on the amount of communication required for essentially all $O(n^3)$-like algorithms for linear algebra, including eigenvalue problems and the SVD. Conventional algorithms, including those currently implemented in (Sca)LAPACK, perform asymptotically more communication than these lower bounds require. In this paper we present parallel and sequential eigenvalue algorithms (for pencils, nonsymmetric matrices, and symmetric matrices) and SVD algorithms that do attain these lower bounds, and analyze their convergence and communication costs.Comment: 43 pages, 11 figure

A modal parameter extraction procedure applicable to linear time-invariant dynamic systems

Modal analysis has emerged as a valuable tool in many phases of the engineering design process. Complex vibration and acoustic problems in new designs can often be remedied through use of the method. Moreover, the technique has been used to enhance the conceptual understanding of structures by serving to verify analytical models. A new modal parameter estimation procedure is presented. The technique is applicable to linear, time-invariant systems and accommodates multiple input excitations. In order to provide a background for the derivation of the method, some modal parameter extraction procedures currently in use are described. Key features implemented in the new technique are elaborated upon