Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices (Q2061400): Difference between revisions

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English	Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices	scientific article

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instance of

scholarly article

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title

Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices (English)

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author

Zlatko Drmač

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published in

S$\vec{\text{e}}$MA Journal

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publication date

13 December 2021

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full work available at URL

https://arxiv.org/abs/2006.02753

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zbMATH Keywords

backward error

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condition number

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eigenvalues

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Hermitian matrices

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Jacobi method

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LAPACK

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perturbation theory

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rank revealing decomposition

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singular value decomposition

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describes a project that uses

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0 references

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MaRDI publication profile

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cites work

Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix

0 references

LAPACK Users' Guide

0 references

The natural factor formulation of the stiffness for the matrix displacement method

0 references

More Accurate Bidiagonal Reduction for Computing the Singular Value Decomposition

0 references

Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices

0 references

Numerical Methods in Matrix Computations

0 references

Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations

0 references

Condition

0 references

Handbook series linear algebra. Linear least squares solutions by Householder transformations

0 references

The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory

0 references

A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer

0 references

Accurate Singular Value Decompositions of Structured Matrices

0 references

Q3421276

0 references

Accurate and efficient expression evaluation and linear algebra

0 references

On computing accurate singular values and eigenvalues of matrices with acyclic graphs

0 references

Computing the singular value decomposition with high relative accuracy

0 references

Accurate Singular Values of Bidiagonal Matrices

0 references

Accurate SVDs of weakly diagonally dominant M-matrices

0 references

Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials

0 references

Jacobi’s Method is More Accurate than QR

0 references

Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices

0 references

Orthogonal Eigenvectors and Relative Gaps

0 references

The design and implementation of the MRRR algorithm

0 references

Q3932291

0 references

Accurate Symmetric Rank Revealing and Eigendecompositions of Symmetric Structured Matrices

0 references

Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices

0 references

Implicit standard Jacobi gives high relative accuracy

0 references

An Orthogonal High Relative Accuracy Algorithm for the Symmetric Eigenproblem

0 references

A Note on Multiplicative Backward Errors of Accurate SVD Algorithms

0 references

Weyl-type relative perturbation bounds for eigensystems of Hermitian matrices

0 references

On the Condition Behaviour in the Jacobi Method

0 references

Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point Arithmetic

0 references

Accurate Computation of the Product-Induced Singular Value Decomposition with Applications

0 references

A posteriori computation of the singular vectors in a preconditioned Jacobi SVD algorithm

0 references

New Accurate Algorithms for Singular Value Decomposition of Matrix Triplets

0 references

A Global Convergence Proof for Cyclic Jacobi Methods with Block Rotations

0 references

SVD of Hankel matrices in Vandermonde-Cauchy product form

0 references

Algorithm 977

0 references

On quadratic convergence bounds for the $J$-symmetric Jacobi method

0 references

New Fast and Accurate Jacobi SVD Algorithm. I

0 references

New Fast and Accurate Jacobi SVD Algorithm. II

0 references

Relative Perturbation Techniques for Singular Value Problems

0 references

Implicit Cholesky algorithms for singular values and vectors of triangular matrices

0 references

The Cyclic Jacobi Method for Computing the Principal Values of a Complex Matrix

0 references

Q4381523

0 references

The Jacobi Method for Real Symmetric Matrices

0 references

Calculating the Singular Values and Pseudo-Inverse of a Matrix

0 references

Q4917542

0 references

Robust rational interpolation and least-squares

0 references

An ${\mathcal O}(n^{2})$ algorithm for the bidiagonal SVD

0 references

A Divide-and-Conquer Algorithm for the Bidiagonal SVD

0 references

Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization

0 references

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

0 references

Real Polynomial Chebyshev Approximation by the Carathéodory–Fejér method

0 references

Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation

0 references

On sharp quadratic convergence bounds for the serial Jacobi methods

0 references

Solving Burgers equation using optimal rational approximations

0 references

Fast and Accurate Con-Eigenvalue Algorithm for Optimal Rational Approximations

0 references

Computing the Singular Value Decomposition of a Product of Two Matrices

0 references

Inversion of Matrices by Biorthogonalization and Related Results

0 references

Accuracy and Stability of Numerical Algorithms

0 references

<i>J</i>-Orthogonal Matrices: Properties and Generation

0 references

Handbook of Linear Algebra

0 references

Q3998992

0 references

Q4215357

0 references

A sort-Jacobi algorithm for semisimple Lie algebras

0 references

Jacobi's Algorithm on Compact Lie Algebras

0 references

Accurate Eigenvalues and SVDs of Totally Nonnegative Matrices

0 references

Accurate Computations with Totally Nonnegative Matrices

0 references

Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations

0 references

Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations

0 references

Generalizing the Singular Value Decomposition

0 references

A note on Jacobi Being More Accurate Than $QR$

0 references

A block QR algorithm and the singular value decomposition

0 references

A QUANTITATIVE FORMULATION OF SYLVESTER'S LAW OF INERTIA

0 references

Properties of numerical algorithms related to computing controllability

0 references

Q4348515

0 references

Relatively robust representations of symmetric tridiagonals

0 references

Accurate Factorization and Eigenvalue Algorithms for Symmetric DSTU and TSC Matrices

0 references

Q4855545

0 references

A Theory of Condition

0 references

The Jacobi method for real symmetric matrices

0 references

Q4023760

0 references

Componentwise analysis of direct factorization of real symmetric and Hermitian matrices

0 references

Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD

0 references

Relative perturbation theory for hyperbolic eigenvalue problem

0 references

Q4854144

0 references

Direct methods for matrix Sylvester and Lyapunov equations

0 references

Q3998482

0 references

Condition numbers and equilibration of matrices

0 references

Stable Finite Elements for Problems with Wild Coefficients

0 references

A Jacobi eigenreduction algorithm for definite matrix pairs

0 references

Perturbation theory for the eigenvalues of factorised symmetric matrices

0 references

A note on a one-sided Jacobi algorithm

0 references

Floating-point perturbations of Hermitian matrices

0 references

Isospectral Flows

0 references

Q4342463

0 references

Q5674306

0 references

Computing singular values of diagonally dominant matrices to high relative accuracy

0 references

Identifiers

zbMATH Open document ID

1476.65052

0 references

DOI

10.1007/s40324-020-00229-8

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2061400

@@ Property / cites work @@
+Accurate computation of the smallest eigenvalue  of a diagonally dominant $M$-matrix
+Normal rank
@@ Property / cites work @@
+LAPACK Users' Guide
@@ Property / cites work: LAPACK Users' Guide / rank @@
+Normal rank
@@ Property / cites work @@
+The natural factor formulation of the stiffness for the matrix displacement method
+Normal rank
@@ Property / cites work @@
+More Accurate Bidiagonal Reduction for Computing the Singular Value Decomposition
+Normal rank
@@ Property / cites work @@
+Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
+Normal rank
@@ Property / cites work @@
+Numerical Methods in Matrix Computations
@@ Property / cites work: Numerical Methods in Matrix Computations / rank @@
+Normal rank
@@ Property / cites work @@
+Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
+Normal rank
@@ Property / cites work @@
+Condition
@@ Property / cites work: Condition / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook series linear algebra. Linear least squares solutions by Householder transformations
+Normal rank
@@ Property / cites work @@
+The Generalized Toda Flow, the QR Algorithm and the Center Manifold Theory
+Normal rank
@@ Property / cites work @@
+A One-Sided Jacobi Algorithm for Computing the Singular Value Decomposition on a Vector Computer
+Normal rank
@@ Property / cites work @@
+Accurate Singular Value Decompositions of Structured Matrices
+Normal rank
@@ Property / cites work @@
+Q3421276
@@ Property / cites work: Q3421276 / rank @@
+Normal rank
@@ Property / cites work @@
+Accurate and efficient expression evaluation and linear algebra
+Normal rank
@@ Property / cites work @@
+On computing accurate singular values and eigenvalues of matrices with acyclic graphs
+Normal rank
@@ Property / cites work @@
+Computing the singular value decomposition with high relative accuracy
+Normal rank
@@ Property / cites work @@
+Accurate Singular Values of Bidiagonal Matrices
@@ Property / cites work: Accurate Singular Values of Bidiagonal Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Accurate SVDs of weakly diagonally dominant M-matrices
+Normal rank
@@ Property / cites work @@
+Accurate SVDs of polynomial Vandermonde matrices involving orthonormal polynomials
+Normal rank
@@ Property / cites work @@
+Jacobi’s Method is More Accurate than QR
@@ Property / cites work: Jacobi’s Method is More Accurate than QR / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
+Normal rank
@@ Property / cites work @@
+Orthogonal Eigenvectors and Relative Gaps
@@ Property / cites work: Orthogonal Eigenvectors and Relative Gaps / rank @@
+Normal rank
@@ Property / cites work @@
+The design and implementation of the MRRR algorithm
+Normal rank
@@ Property / cites work @@
+Q3932291
@@ Property / cites work: Q3932291 / rank @@
+Normal rank
@@ Property / cites work @@
+Accurate Symmetric Rank Revealing and Eigendecompositions of Symmetric Structured Matrices
+Normal rank
@@ Property / cites work @@
+Perturbation theory for the LDU factorization and accurate computations for diagonally dominant matrices
+Normal rank
@@ Property / cites work @@
+Implicit standard Jacobi gives high relative accuracy
+Normal rank
@@ Property / cites work @@
+An Orthogonal High Relative Accuracy Algorithm for the Symmetric Eigenproblem
+Normal rank
@@ Property / cites work @@
+A Note on Multiplicative Backward Errors of Accurate SVD Algorithms
+Normal rank
@@ Property / cites work @@
+Weyl-type relative perturbation bounds for eigensystems of Hermitian matrices
+Normal rank
@@ Property / cites work @@
+On the Condition Behaviour in the Jacobi Method
@@ Property / cites work: On the Condition Behaviour in the Jacobi Method / rank @@
+Normal rank
@@ Property / cites work @@
+Implementation of Jacobi Rotations for Accurate Singular Value Computation in Floating Point Arithmetic
+Normal rank
@@ Property / cites work @@
+Accurate Computation of the Product-Induced Singular Value Decomposition with Applications
+Normal rank
@@ Property / cites work @@
+A posteriori computation of the singular vectors in a preconditioned Jacobi SVD algorithm
+Normal rank
@@ Property / cites work @@
+New Accurate Algorithms for Singular Value Decomposition of Matrix Triplets
+Normal rank
@@ Property / cites work @@
+A Global Convergence Proof for Cyclic Jacobi Methods with Block Rotations
+Normal rank
@@ Property / cites work @@
+SVD of Hankel matrices in Vandermonde-Cauchy product form
+Normal rank
@@ Property / cites work @@
+Algorithm 977
@@ Property / cites work: Algorithm 977 / rank @@
+Normal rank
@@ Property / cites work @@
+On quadratic convergence bounds for the \(J\)-symmetric Jacobi method
+Normal rank
@@ Property / cites work @@
+New Fast and Accurate Jacobi SVD Algorithm. I
@@ Property / cites work: New Fast and Accurate Jacobi SVD Algorithm. I / rank @@
+Normal rank
@@ Property / cites work @@
+New Fast and Accurate Jacobi SVD Algorithm. II
@@ Property / cites work: New Fast and Accurate Jacobi SVD Algorithm. II / rank @@
+Normal rank
@@ Property / cites work @@
+Relative Perturbation Techniques for Singular Value Problems
+Normal rank
@@ Property / cites work @@
+Implicit Cholesky algorithms for singular values and vectors of triangular matrices
+Normal rank
@@ Property / cites work @@
+The Cyclic Jacobi Method for Computing the Principal Values of a Complex Matrix
+Normal rank
@@ Property / cites work @@
+Q4381523
@@ Property / cites work: Q4381523 / rank @@
+Normal rank
@@ Property / cites work @@
+The Jacobi Method for Real Symmetric Matrices
@@ Property / cites work: The Jacobi Method for Real Symmetric Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating the Singular Values and Pseudo-Inverse of a Matrix
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust rational interpolation and least-squares
@@ Property / cites work: Robust rational interpolation and least-squares / rank @@
+Normal rank
@@ Property / cites work @@
+An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD
+Normal rank
@@ Property / cites work @@
+A Divide-and-Conquer Algorithm for the Bidiagonal SVD
+Normal rank
@@ Property / cites work @@
+Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
+Normal rank
@@ Property / cites work @@
+A Divide-and-Conquer Algorithm for the Symmetric Tridiagonal Eigenproblem
+Normal rank
@@ Property / cites work @@
+Real Polynomial Chebyshev Approximation by the Carathéodory–Fejér method
+Normal rank
@@ Property / cites work @@
+Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
+Normal rank
@@ Property / cites work @@
+On sharp quadratic convergence bounds for the serial Jacobi methods
+Normal rank
@@ Property / cites work @@
+Solving Burgers equation using optimal rational approximations
+Normal rank
@@ Property / cites work @@
+Fast and Accurate Con-Eigenvalue Algorithm for Optimal Rational Approximations
+Normal rank
@@ Property / cites work @@
+Computing the Singular Value Decomposition of a Product of Two Matrices
+Normal rank
@@ Property / cites work @@
+Inversion of Matrices by Biorthogonalization and Related Results
+Normal rank
@@ Property / cites work @@
+Accuracy and Stability of Numerical Algorithms
@@ Property / cites work: Accuracy and Stability of Numerical Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+<i>J</i>-Orthogonal Matrices: Properties and Generation
+Normal rank
@@ Property / cites work @@
+Handbook of Linear Algebra
@@ Property / cites work: Handbook of Linear Algebra / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998992
@@ Property / cites work: Q3998992 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4215357
@@ Property / cites work: Q4215357 / rank @@
+Normal rank
@@ Property / cites work @@
+A sort-Jacobi algorithm for semisimple Lie algebras
+Normal rank
@@ Property / cites work @@
+Jacobi's Algorithm on Compact Lie Algebras
@@ Property / cites work: Jacobi's Algorithm on Compact Lie Algebras / rank @@
+Normal rank
@@ Property / cites work @@
+Accurate Eigenvalues and SVDs of Totally Nonnegative Matrices
+Normal rank
@@ Property / cites work @@
+Accurate Computations with Totally Nonnegative Matrices
+Normal rank
@@ Property / cites work @@
+Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations
+Normal rank
@@ Property / cites work @@
+Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
+Normal rank
@@ Property / cites work @@
+Generalizing the Singular Value Decomposition
@@ Property / cites work: Generalizing the Singular Value Decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Jacobi Being More Accurate Than $QR$
@@ Property / cites work: A note on Jacobi Being More Accurate Than $QR$ / rank @@
+Normal rank
@@ Property / cites work @@
+A block QR algorithm and the singular value decomposition
+Normal rank
@@ Property / cites work @@
+A QUANTITATIVE FORMULATION OF SYLVESTER'S LAW OF INERTIA
+Normal rank
@@ Property / cites work @@
+Properties of numerical algorithms related to computing controllability
+Normal rank
@@ Property / cites work @@
+Q4348515
@@ Property / cites work: Q4348515 / rank @@
+Normal rank
@@ Property / cites work @@
+Relatively robust representations of symmetric tridiagonals
+Normal rank
@@ Property / cites work @@
+Accurate Factorization and Eigenvalue Algorithms for Symmetric DSTU and TSC Matrices
+Normal rank
@@ Property / cites work @@
+Q4855545
@@ Property / cites work: Q4855545 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of Condition
@@ Property / cites work: A Theory of Condition / rank @@
+Normal rank
@@ Property / cites work @@
+The Jacobi method for real symmetric matrices
@@ Property / cites work: The Jacobi method for real symmetric matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q4023760
@@ Property / cites work: Q4023760 / rank @@
+Normal rank
@@ Property / cites work @@
+Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
+Normal rank
@@ Property / cites work @@
+Highly accurate symmetric eigenvalue decomposition and hyperbolic SVD
+Normal rank
@@ Property / cites work @@
+Relative perturbation theory for hyperbolic eigenvalue problem
+Normal rank
@@ Property / cites work @@
+Q4854144
@@ Property / cites work: Q4854144 / rank @@
+Normal rank
@@ Property / cites work @@
+Direct methods for matrix Sylvester and Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Q3998482
@@ Property / cites work: Q3998482 / rank @@
+Normal rank
@@ Property / cites work @@
+Condition numbers and equilibration of matrices
@@ Property / cites work: Condition numbers and equilibration of matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Stable Finite Elements for Problems with Wild Coefficients
+Normal rank
@@ Property / cites work @@
+A Jacobi eigenreduction algorithm for definite matrix pairs
+Normal rank
@@ Property / cites work @@
+Perturbation theory for the eigenvalues of factorised symmetric matrices
+Normal rank
@@ Property / cites work @@
+A note on a one-sided Jacobi algorithm
@@ Property / cites work: A note on a one-sided Jacobi algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Floating-point perturbations of Hermitian matrices
+Normal rank
@@ Property / cites work @@
+Isospectral Flows
@@ Property / cites work: Isospectral Flows / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342463
@@ Property / cites work: Q4342463 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5674306
@@ Property / cites work: Q5674306 / rank @@
+Normal rank
@@ Property / cites work @@
+Computing singular values of diagonally dominant matrices to high relative accuracy
+Normal rank