GraphMath

Tridiagonalization & Jacobi algorithm

When Householder preprocessing helps — and when it does not

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

Can tridiagonalization improve a Jacobi eigensolver even though Jacobi destroys the tridiagonal zeros?

The usual objection is that Householder tridiagonalization costs O(n³) and Jacobi rotations immediately create fill-in. This chapter asks a different question: whether the transformed starting matrix can nevertheless reduce later Jacobi work. It analyzes energy redistribution and parallel pivot structure, then tests six symmetric matrix families with NVIDIA cuSOLVER.

Key ideas

Tridiagonalization does not give Jacobi a permanently sparse matrix, but it changes where the matrix energy is located before the Jacobi iterations begin.

  • Householder tridiagonalization concentrates all off-diagonal entries into the first off-diagonal band while preserving the matrix eigenvalues
  • Jacobi rotations do not preserve that tridiagonal structure; fill-in begins with the first set
  • For a tridiagonal starting matrix, the standard first Jacobi set acts on alternating first-band entries and, when the first-band energy is approximately evenly distributed, contains approximately half of the total off-diagonal energy
  • Householder similarity can move energy either toward or away from the diagonal, but the initial diagonal spread places an exact upper bound on the net unfavorable diagonal-energy loss
  • In the eigenvalue-only cuSOLVER experiments, the complete preprocessing pipeline had lower mean runtime for all five ordinary families from n = 32 onward on both tested GeForce GPUs and from n = 128 on the A100
  • A deterministic substitution of the second Jacobi set within the standard merry-go-round ordering produced a modest additional reduction in sweep count in the separate schedule experiment
  • Whether the preprocessing cost is recovered remains matrix-, size- and implementation-dependent

The chapter therefore reaches a conditional conclusion: Householder preprocessing can substantially help a parallel Jacobi eigensolver, but not for every matrix.

Why can tridiagonalization help if Jacobi immediately creates fill-in?

Because the possible benefit is not the permanent preservation of tridiagonal zeros. Tridiagonalization changes the starting distribution of diagonal and off-diagonal energy and concentrates all off-diagonal energy in the first band. That can give the standard first parallel Jacobi set a much stronger collection of pivots, although Householder similarity can also move energy away from the diagonal, so the effect is matrix-dependent.

What did the experiments show?

Experiments with NVIDIA cuSOLVER on six families of dense symmetric matrices showed a consistent separation between five ordinary test families and one deliberately adverse unequal variance-covariance family.

In the eigenvalue-only experiments, the complete Householder preprocessing pipeline had lower mean runtime than standalone Jacobi for all five ordinary families from n = 32 onward on the RTX 3060 and RTX 5060 Ti, and from n = 128 on the A100. Averaged across the five ordinary families, the complete-pipeline runtime reduction ranged from 7.5% to 10.0% at n = 128, and from 20.8% to 31.6% at n = 1024. Repeating the RTX 3060 experiment with five different base random seeds produced the same qualitative family-level behavior.

A separate experiment requested eigenvectors in both paths. With the explicit-Q reconstruction used here, the same qualitative separation remained, but the onset of sustained positive mean runtime reduction moved to larger matrix sizes for several families.

The unequal variance-covariance family behaved in the opposite direction on all three GPUs. Its large initial diagonal spread allowed substantial unfavorable transfer of energy away from the diagonal, followed by more Jacobi work and longer total runtime.

A separate schedule experiment kept the standard first Jacobi set but replaced only the second merry-go-round set. This deterministic substitution produced a modest reduction in complete sweep count across the tested matrix sizes and families.

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