https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/QZ-algorithm-and-some-advice/m-p/782996#M1595 Dear all,<BR /><BR />I need to solve a generalized non-hermetian eigenvalue problem with the QZ algorithm, however I have a special structure in my matrices, namely, given the problem as,<BR /><BR />A\\phi = \\lambdaB\\phi<BR /><BR />Matrix A is structured as<BR /><BR />[ A11 A12 ]<BR />[ 0 A22]<BR /><BR />so there is a large zero block. I was wondering if I can make use of this large zero block in the computations with the routines in the MKL related to QZ algorithm? Or is there a way to make use of this block structure in the algorithm, since I need to solve a rather dense eigenvalue problem at each iteration of an algorithm that I am working on, this sometimes increases the cost. So, I was wondering if some optimization is possible or not?<BR /><BR />Best,<BR />Umut Sun, 15 Jul 2012 22:05:26 GMT utab 2012-07-15T22:05:26Z https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/QZ-algorithm-and-some-advice/m-p/782996#M1595 Dear all,<BR /><BR />I need to solve a generalized non-hermetian eigenvalue problem with the QZ algorithm, however I have a special structure in my matrices, namely, given the problem as,<BR /><BR />A\\phi = \\lambdaB\\phi<BR /><BR />Matrix A is structured as<BR /><BR />[ A11 A12 ]<BR />[ 0 A22]<BR /><BR />so there is a large zero block. I was wondering if I can make use of this large zero block in the computations with the routines in the MKL related to QZ algorithm? Or is there a way to make use of this block structure in the algorithm, since I need to solve a rather dense eigenvalue problem at each iteration of an algorithm that I am working on, this sometimes increases the cost. So, I was wondering if some optimization is possible or not?<BR /><BR />Best,<BR />Umut Sun, 15 Jul 2012 22:05:26 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/QZ-algorithm-and-some-advice/m-p/782996#M1595 utab 2012-07-15T22:05:26Z