GraphMath

QR eigenvalue algorithm — Chase And Trim (CAT)

Earlier deflation inside symmetric tridiagonal QR iteration

Under construction. This chapter is still being developed and may change as the analysis and experiments are refined.

Can one local rotation create a valid matrix split before conventional QR deflation?

Chase And Trim (CAT) adds a deflation mechanism to symmetric tridiagonal QR by testing whether a selected first-subdiagonal coupling can be removed by one local Jacobi similarity rotation. The rotation annihilates that coupling and creates at most two cross-cut fill-in pairs. CAT accepts the split only when both fill magnitudes are within the same local tolerance used for conventional deflation.

Key ideas

CAT keeps the standard symmetric tridiagonal QR pathway and adds a local deflation test that can split an active block before conventional deflation.

  • A local Jacobi rotation annihilates the selected first-band coupling b exactly
  • The rotation creates at most two cross-cut fill magnitudes, |sa| and |sg|
  • An active split is accepted when both fill magnitudes are no larger than the conventional local tolerance τ
  • Because the two discarded symmetric fill pairs occupy disjoint index pairs, their spectral-norm perturbation is bounded by the larger fill magnitude and therefore by τ
  • The exact condition |s|M ≤ τ, with M = max(|a|, |g|), leads to the sufficient acceptance test |b|M ≤ |Δ|τ
  • Factor comparisons are used before the products are formed, reducing the arithmetic cost of candidate screening
  • Nonintersecting candidate cuts can be partitioned into three sets for parallel testing and accepted rotations
  • The current experiments include eigenvector accumulation and report weighted arithmetic work, but make no arithmetic-span claim

The aim is to create independent subproblems earlier, reducing later QR iteration while keeping the accepted local perturbation under the same tolerance used by conventional deflation.

How can CAT split the matrix when the original coupling is not yet negligible?

At a proposed cut, CAT applies the shorter Jacobi rotation that annihilates the central coupling b. The neighboring first-band entries become ca and cg, while the only new cross-cut fill entries have magnitudes |sa| and |sg|. If both are no larger than τ, CAT discards those fill entries and splits the active block. The original coupling therefore need not satisfy the conventional condition |b| ≤ τ before the split can occur.

What did the experiments show?

The eigenvector-accumulating algorithm was tested on eight matrix families at n = 63, 255, 511 and 1023, with ε = 1e−14. Five deterministic matrices were used for each family-size combination except the Wilkinson family, for which one matrix was used at each size.

Across the tested family-size averages, QR sweep-position reduction ranged from about 0.8% to 22.5%, and weighted arithmetic-work reduction ranged from about 0.2% to 22.4%. The largest reductions occurred for the weak-link symmetric tridiagonal cases; the dense graded-spectrum family also showed a large average sweep-position reduction of about 10.3%.

The largest combined cost of CAT testing and accepted rotations was about 1.2% of candidate weighted work. In every tested family-size average, the reduction in QR sweep work exceeded this CAT overhead.

Scaled eigenvalue error versus LAPACK, eigenvector orthogonality error and relative eigenpair residual remained of the same order as for the standard QR implementation. The chapter makes no arithmetic-span claim and does not test CAT together with aggressive early deflation.

Related chapters

Chapter contents

Why does weighted-work reduction track the reduction in QR sweep positions?

For an active block of size m, most charged QR sweep work is proportional to m − 1. Summed over the iteration, the dominant QR work is therefore proportional to the total number of sweep positions. CAT reduces that count by splitting blocks earlier, while candidate testing and accepted CAT rotations consume part of the saving. Weighted-work reduction consequently tends to follow sweep-position reduction without being exactly equal to it.

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