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The block WZ factorization. (English) Zbl 1377.65036
Summary: In the paper the author presents a novel kind of the WZ factorization algorithm, namely a block WZ factorization algorithm. The aim of this new algorithm is to utilize the computational power of contemporary computers with hierarchical memory. In the paper, some properties of the matrix Z are given and analyzed. Next, a version of the block WZ factorization is presented. The author shows that such a block WZ factorization exists for strictly diagonally dominant matrices. The computational cost of this block algorithm is presented. The time and the accuracy of proposed block WZ factorization algorithm for random dense square diagonally dominant matrices are reported. The block algorithm turned out to be faster even up to 300 times than the original WZ factorization.

MSC:
65F05 Direct numerical methods for linear systems and matrix inversion
15A23 Factorization of matrices
Software:
LAPACK; Matlab
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References:
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