密行列固有値解法の最近の発展(I) : Multiple Relatively Robust Representationsアルゴリズム(<特集>行列・固有値問題における線形計算アルゴリズムとその応用)  [in Japanese] Recent Developments in Algorithms for Solving Dense Eigenproblems (I) : Algorithm of Multiple Relatively Robust Representations(<Special Issue>Algorithms for Matrix・Eigenvalue Problems and their Applications)  [in Japanese]

    • 山本 有作 Yamamoto Yusaku
    • 名古屋大学大学院工学研究科計算理工学専攻 Department of Computational Science & Engineering, Nagoya University

Abstract

The Algorithm of Multiple Relatively Robust Representations (MR^3) is a new algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem proposed by I. Dhillon in 1997. It has attracted much attention because it can compute all the eigenvectors of an n×n matrix in only O(n^2) work and is easy to parallelize. In this article, we survey the papers related to the MR^3 algorithm and try to present a simple and easily understandable picture of the algorithm by explaining, one by one, its key ingredients such as the relatively robust representations of a symmetric tridiagonal matrix, the dqds algorithm for computing accurate eigenvalues and the twisted factorization for computing accurate eigenvectors. Limitations of the algorithm and directions for future research are also discussed.

Journal

Transactions of the Japan Society for Industrial and Applied Mathematics   [List of Volumes]

Transactions of the Japan Society for Industrial and Applied Mathematics 15(2), 181-208, 2005-06-25  [Table of Contents]

The Japan Society for Industrial and Applied Mathematics

References:  49

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Cited by:  6

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Codes

  • NII Article ID (NAID) :
    10016594490
  • NII NACSIS-CAT ID (NCID) :
    AN10367166
  • Text Lang :
    JPN
  • Article Type :
    Journal Article
  • ISSN :
    09172246
  • NDL Article ID :
    7409159
  • NDL Source Classification :
    ZM31(科学技術--数学)
  • NDL Call No. :
    Z15-727
  • Databases :
    CJP  CJPref  NDL  NII-ELS  IR