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Deriving Algorithms for Triangular Tridiagonalization a (Skew-)Symmetric Matrix

Robert van de GeijnMaggie MyersRuQing G. XuDevin Matthews
Nov 2023
0被引用
1笔记
摘要原文
We apply the FLAME methodology to derive algorithms hand in hand with their proofs of correctness for the computation of the $ L T L^T $ decomposition (with and without pivoting) of a skew-symmetric matrix. The approach yields known as well as new algorithms, presented using the FLAME notation. A number of BLAS-like primitives are exposed at the core of blocked algorithms that can attain high performance. The insights can be easily extended to yield algorithms for computing the $ L T L^T $ decomposition of a symmetric matrix.
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