A framework for symmetric band reduction

Abstract

We develop an algorithmic framework for reducing the bandwidth of symmetric matrices via orthogonal similarity transformations. This framework includes the reduction of full matrices to banded or tridiagonal form and the reduction of banded matrices to narrower banded or tridiagonal form, possibly in multiple steps. Our framework leads to algorithms that require fewer floating-point operations than do standard algorithms, if only the eigenvalues are required. In addition, it allows for space-time tradeoffs and enables or increases the use of blocked transformations.