密行列固有値解法の最近の発展(II) : マルチシフトQR法(サーベイ,行列・固有値問題の解法とその応用,<特集>平成18年研究部会連合発表会)
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- 山本 有作
- 名古屋大学大学院工学研究科計算理工学専攻
書誌事項
- タイトル別名
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- Recent Developments in Algorithms for Solving Dense Eigenproblems (II) : Multishift QR Algorithms(Survey,Algorithms for Matrix/Eigenvalue Problems and their Application,<Special Issue> "Joint Symposium of JSIAM Activity Groups 2006")
- 密行列固有値解法の最近の発展(2)マルチシフトQR法
- ミツギョウレツ コユウチカイホウ ノ サイキン ノ ハッテン 2 マルチシフト QRホウ
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抄録
The QR algorithm is one of the most reliable and widely used methods to compute the eigenvalues of symmetric and nonsymmetric matrices. However, it is not straightforward to execute the QR algorithm efficiently on modern architectures such as processors with hierarchical memory or parallel computers because of its inherent sequential nature and low data reference locality. To overcome this difficulty, Bai & Demmel proposed the multishift QR algorithm in 1989 and this idea has been greatly expanded since then. In this paper, we introduce the basic theory of the multishift QR algorithm and review recent developments to improve its efficiency, such as the two-tone QR algorithm, aggressive early deflation and the fully-pipelined multishift QR algorithm. Directions for future research are also discussed.
収録刊行物
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- 日本応用数理学会論文誌
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日本応用数理学会論文誌 16 (4), 507-534, 2006
一般社団法人 日本応用数理学会
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詳細情報 詳細情報について
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- CRID
- 1390282680744270080
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- NII論文ID
- 110006197075
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- NII書誌ID
- AN10367166
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- ISSN
- 09172246
- 24240982
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- NDL書誌ID
- 8622320
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可