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utab

Beginner

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07-15-2012
03:05 PM

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QZ algorithm and some advice

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,

A\\phi = \\lambdaB\\phi

Matrix A is structured as

[ A11 A12 ]

[ 0 A22]

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?

Best,

Umut

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For more complete information about compiler optimizations, see our Optimization Notice.