A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix (Q494684): Difference between revisions
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Traces of inverse powers of a matrix \(BB^T\) determine lower bounds of the smallest singular value of an upper bidiagonal matrix \(B\) with positive entries on both diagonals. Several approaches to the computation of these traces have been studied previously, including one subtraction-free formula. This paper derives another subtraction-free formula different from the previous one. An algorithm for its computation is presented. A comparison of computational costs shows that the evaluation of the new formula requires less operations than the previously proposed one. An efficient implementation of the algorithm for the special case of the second power is included. Numerical experiments conclude the paper. | |||
Property / review text: Traces of inverse powers of a matrix \(BB^T\) determine lower bounds of the smallest singular value of an upper bidiagonal matrix \(B\) with positive entries on both diagonals. Several approaches to the computation of these traces have been studied previously, including one subtraction-free formula. This paper derives another subtraction-free formula different from the previous one. An algorithm for its computation is presented. A comparison of computational costs shows that the evaluation of the new formula requires less operations than the previously proposed one. An efficient implementation of the algorithm for the special case of the second power is included. Numerical experiments conclude the paper. / rank | |||
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Property / reviewed by: Iveta Hnetynkova / rank | |||
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Property / Mathematics Subject Classification ID: 65F15 / rank | |||
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Property / Mathematics Subject Classification ID: 15A18 / rank | |||
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Property / Mathematics Subject Classification ID: 15A42 / rank | |||
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Property / Mathematics Subject Classification ID: 65F50 / rank | |||
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Property / zbMATH DE Number: 6477412 / rank | |||
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singular values | |||
Property / zbMATH Keywords: singular values / rank | |||
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lower bounds | |||
Property / zbMATH Keywords: lower bounds / rank | |||
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bidiagonal matrix | |||
Property / zbMATH Keywords: bidiagonal matrix / rank | |||
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matrix trace | |||
Property / zbMATH Keywords: matrix trace / rank | |||
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subtraction-free formula | |||
Property / zbMATH Keywords: subtraction-free formula / rank | |||
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algorithm | |||
Property / zbMATH Keywords: algorithm / rank | |||
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numerical experiment | |||
Property / zbMATH Keywords: numerical experiment / rank | |||
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Revision as of 23:41, 30 June 2023
scientific article
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English | A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix |
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A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix (English)
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1 September 2015
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Traces of inverse powers of a matrix \(BB^T\) determine lower bounds of the smallest singular value of an upper bidiagonal matrix \(B\) with positive entries on both diagonals. Several approaches to the computation of these traces have been studied previously, including one subtraction-free formula. This paper derives another subtraction-free formula different from the previous one. An algorithm for its computation is presented. A comparison of computational costs shows that the evaluation of the new formula requires less operations than the previously proposed one. An efficient implementation of the algorithm for the special case of the second power is included. Numerical experiments conclude the paper.
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singular values
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lower bounds
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bidiagonal matrix
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matrix trace
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subtraction-free formula
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algorithm
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numerical experiment
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