Block algorithms for orthogonal symplectic factorizations

On the basis of a new WY-like representation block algorithms for orthogonal symplectic matrix factorizations are presented. Special emphasis is placed on symplectic QR and URV factorizations. The block variants mainly use level 3 (matrix-matrix) operations that permit data reuse in the higher levels of a memory hierarchy. Timing results show that our new algorithms outperform standard algorithms by a factor 3-4 for sufficiently large problems.


Published in:
BIT Numerical Mathematics, 43, 4, 775-790
Year:
2003
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 Record created 2011-05-05, last modified 2018-03-17

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