An improved divide-and-conquer algorithm for the banded matrices with narrow bandwidths

Abstract

In this paper we propose a novel divide-and-conquer (DC) algorithm to compute the SVD of banded matrices, and further accelerate it by using rank-structured matrix techniques, especially the hierarchically semiseparable (HSS) matrix. The DC algorithm for the symmetric banded eigenvalue problem can also be accelerated similarly. For matrices with few deflations, the banded DC algorithms require more flops than the classical DC algorithm, and thus they are suitable for narrowly banded matrices. While, if there exist many deflations, the banded DC algorithms can be faster than the classical ones for matrices with relatively large bandwidths. Numerous experiments have been done to test the proposed algorithms. Some of the tested matrices are from construction and some are from real applications. Comparing with the DC algorithm in Intel MKL, our proposed algorithms can be hundreds times faster for matrices with narrow bandwidths or many deflations.