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TW 420
Nicola Mastronardi, Mieke Schuermans, Marc Van Barel, Raf Vandebril, and Sabine Van Nuffel
A Lanczos-like reduction of symmetric structured matrices into semiseparable ones
Abstract
An algorithm that transforms symmetric matrices into similar semiseparable ones has been proposed recently. Similarly to the Householder reduction, the latter algorithm works without taking into account the structure of the original matrix. In this paper we propose a Lanczos-like algorithm to transform a symmetric matrix into a similar semiseparable one relying on the product of the original matrix times a vector at each step. Therefore an efficient algorithm can be considered if the original matrix is sparse or structured.
report.pdf (143K) / mailto: M. Van Barel