topic QZ algorithm and some advice in IntelĀ® oneAPI Math Kernel Library
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 />UmutSun, 15 Jul 2012 22:05:26 GMTutab2012-07-15T22:05:26ZQZ algorithm and some advice
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 />UmutSun, 15 Jul 2012 22:05:26 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/QZ-algorithm-and-some-advice/m-p/782996#M1595utab2012-07-15T22:05:26Z