engleski

Cache-Oriented Implementation of the Indefinite Block-Jacobi Method

One-sided indefinite Jacobi method for computing hyperbolic singular values of rectangular matrices can be used as an accurate eigensolver for Hermitian indefinite matrices, when combined with the Hermitian indefinite factorization. The method is traditionally regarded as slow for serial computation. In recent times block-Jacobi methods have been proposed for parallel computation. We propose several blocking strategies which are aimed to improve the performance of the method on a single processor with cache memory. Speedups of up to 40% have been achieved for large matrices.

indefinite Jacobi method; hyperbolic SVD; block algorithm; performance; speedup

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