Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions (Q3186101): Difference between revisions

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English	Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions	scientific article

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scholarly article

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title

Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions (English)

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8 August 2016

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full work available at URL

http://eprints.maths.manchester.ac.uk/2414/1/papersirevrevrevf_tosiam.pdf

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zbMATH Keywords

Zolotarev function

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rational approximation of the sign function

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symmetric eigenvalue problem

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singular value decomposition

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polar decomposition

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minimizing communication

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describes a project that uses

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MaRDI publication profile

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Using the Matrix Sign Function to Compute Invariant Subspaces

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Templates for the Solution of Algebraic Eigenvalue Problems

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An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems

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Minimizing Communication in Numerical Linear Algebra

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A computational method for eigenvalues and eigenvectors of a matrix with real eigenvalues

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Error Estimates and Evaluation of Matrix Functions via the Faber Transform

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Q3219262

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Q3803596

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A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability

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Asymptotic Expansion of the First Elliptic Integral

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Q3319163

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Q3504373

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Orthogonal Eigenvectors and Relative Gaps

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Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems

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Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization

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Is the Polar Decomposition Finitely Computable?

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Addendum: Is The Polar Decomposition Finitely Computable?

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Q4917542

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ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS

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Procrustes Problems

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A Divide-and-Conquer Algorithm for the Bidiagonal SVD

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A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem

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Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver

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Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals

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Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

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Q4072022

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Functions of Matrices

0 references

A parallel algorithm for computing the polar decomposition

0 references

Computing the Polar Decomposition—with Applications

0 references

The matrix sign decomposition and its relation to the polar decomposition

0 references

A Jacobi-Davidson type method for the product eigenvalue problem

0 references

PARALLEL SPECTRAL DIVISION USING THE MATRIX SIGN FUNCTION FOR THE GENERALIZED EIGENPROBLEM

0 references

The geometric mean of two matrices from a computational viewpoint

0 references

Empirical Arithmetic Averaging Over the Compact Stiefel Manifold

0 references

Q5701682

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A hyperbolic tangent identity and the geometry of Padé sign function iterations

0 references

The matrix sign function

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Numerical experiments with algorithms for the ADI and Zolotarev coefficients

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Optimal orthonormalization of the strapdown matrix by using singular value decomposition

0 references

Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition

0 references

Backward Stability of Iterations for Computing the Polar Decomposition

0 references

Stable and Efficient Spectral Divide and Conquer Algorithms for the Symmetric Eigenvalue Decomposition and the SVD

0 references

Best Rational Starting Approximations and Improved Newton Iteration for the Square Root

0 references

Q4348515

0 references

Q5391101

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Q3900444

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Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†

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Betrachtungen zur Quadratwurzeliteration

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A High Performance QDWH-SVD Solver Using Hardware Accelerators

0 references

Talbot quadratures and rational approximations

0 references

Q4904857

0 references

The Exponentially Convergent Trapezoidal Rule

0 references

Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds

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Restructuring the Tridiagonal and Bidiagonal QR Algorithms for Performance

0 references

Q5436052

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Identifiers

zbMATH Open document ID

1383.15012

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DOI

10.1137/140990334

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Using the Matrix Sign Function to Compute Invariant Subspaces
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+Templates for the Solution of Algebraic Eigenvalue Problems
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+An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems
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@@ Property / cites work @@
+Minimizing Communication in Numerical Linear Algebra
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@@ Property / cites work @@
+A computational method for eigenvalues and eigenvectors of a matrix with real eigenvalues
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+Error Estimates and Evaluation of Matrix Functions via the Faber Transform
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@@ Property / cites work @@
+Q3803596
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@@ Property / cites work @@
+A New Scaling for Newton's Iteration for the Polar Decomposition and its Backward Stability
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@@ Property / cites work @@
+Asymptotic Expansion of the First Elliptic Integral
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@@ Property / cites work @@
+Q3319163
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+Normal rank
@@ Property / cites work @@
+Q3504373
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+Normal rank
@@ Property / cites work @@
+Orthogonal Eigenvectors and Relative Gaps
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+Normal rank
@@ Property / cites work @@
+Near-Optimal Perfectly Matched Layers for Indefinite Helmholtz Problems
+Normal rank
@@ Property / cites work @@
+Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization
+Normal rank
@@ Property / cites work @@
+Is the Polar Decomposition Finitely Computable?
@@ Property / cites work: Is the Polar Decomposition Finitely Computable? / rank @@
+Normal rank
@@ Property / cites work @@
+Addendum: Is The Polar Decomposition Finitely Computable?
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS
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@@ Property / cites work @@
+Procrustes Problems
@@ Property / cites work: Procrustes Problems / rank @@
+Normal rank
@@ Property / cites work @@
+A Divide-and-Conquer Algorithm for the Bidiagonal SVD
+Normal rank
@@ Property / cites work @@
+A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem
+Normal rank
@@ Property / cites work @@
+Zolotarev Quadrature Rules and Load Balancing for the FEAST Eigensolver
+Normal rank
@@ Property / cites work @@
+Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
+Normal rank
@@ Property / cites work @@
+Finding structure with randomness: Probabilistic algorithms for   constructing approximate matrix decompositions
+Normal rank
@@ Property / cites work @@
+Q4072022
@@ Property / cites work: Q4072022 / rank @@
+Normal rank
@@ Property / cites work @@
+Functions of Matrices
@@ Property / cites work: Functions of Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+A parallel algorithm for computing the polar decomposition
+Normal rank
@@ Property / cites work @@
+Computing the Polar Decomposition—with Applications
+Normal rank
@@ Property / cites work @@
+The matrix sign decomposition and its relation to the polar decomposition
+Normal rank
@@ Property / cites work @@
+A Jacobi-Davidson type method for the product eigenvalue problem
+Normal rank
@@ Property / cites work @@
+PARALLEL SPECTRAL DIVISION USING THE MATRIX SIGN FUNCTION FOR THE GENERALIZED EIGENPROBLEM
+Normal rank
@@ Property / cites work @@
+The geometric mean of two matrices from a computational viewpoint
+Normal rank
@@ Property / cites work @@
+Empirical Arithmetic Averaging Over the Compact Stiefel Manifold
+Normal rank
@@ Property / cites work @@
+Q5701682
@@ Property / cites work: Q5701682 / rank @@
+Normal rank
@@ Property / cites work @@
+A hyperbolic tangent identity and the geometry of Padé sign function iterations
+Normal rank
@@ Property / cites work @@
+The matrix sign function
@@ Property / cites work: The matrix sign function / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical experiments with algorithms for the ADI and Zolotarev coefficients
+Normal rank
@@ Property / cites work @@
+Optimal orthonormalization of the strapdown matrix by using singular value decomposition
+Normal rank
@@ Property / cites work @@
+Optimizing Halley's Iteration for Computing the Matrix Polar Decomposition
+Normal rank
@@ Property / cites work @@
+Backward Stability of Iterations for Computing the Polar Decomposition
+Normal rank
@@ Property / cites work @@
+Stable and Efficient Spectral Divide and Conquer Algorithms for the                     Symmetric Eigenvalue Decomposition and the SVD
+Normal rank
@@ Property / cites work @@
+Best Rational Starting Approximations and Improved Newton Iteration for the Square Root
+Normal rank
@@ Property / cites work @@
+Q4348515
@@ Property / cites work: Q4348515 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5391101
@@ Property / cites work: Q5391101 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3900444
@@ Property / cites work: Q3900444 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
+Normal rank
@@ Property / cites work @@
+Betrachtungen zur Quadratwurzeliteration
@@ Property / cites work: Betrachtungen zur Quadratwurzeliteration / rank @@
+Normal rank
@@ Property / cites work @@
+A High Performance QDWH-SVD Solver Using Hardware Accelerators
+Normal rank
@@ Property / cites work @@
+Talbot quadratures and rational approximations
@@ Property / cites work: Talbot quadratures and rational approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4904857
@@ Property / cites work: Q4904857 / rank @@
+Normal rank
@@ Property / cites work @@
+The Exponentially Convergent Trapezoidal Rule
@@ Property / cites work: The Exponentially Convergent Trapezoidal Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
+Normal rank
@@ Property / cites work @@
+Restructuring the Tridiagonal and Bidiagonal QR Algorithms for Performance
+Normal rank
@@ Property / cites work @@
+Q5436052
@@ Property / cites work: Q5436052 / rank @@
+Normal rank