Computing accurate eigenvalues using a mixed-precision Jacobi algorithm

DOI10.1137/25M1723748MaRDI QIDQ6902499zbMATH OpenFDO

Authors Nicholas J. Higham, Françoise Tisseur, Marcus Webb, Zhengbo Zhou

Publication date 11 November 2025

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1723748

zbMATH Keywords

preconditioningcondition numberspectral decompositionrounding error analysissymmetric eigenvalue problemhigh relative accuracyJacobi eigenvalue algorithmmixed-precision algorithm

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites work

• scientific article; zbMATH DE number 1215246 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• A Block Orthogonalization Procedure with Constant Synchronization Requirements
• A QUANTITATIVE FORMULATION OF SYLVESTER'S LAW OF INERTIA
• A note on a one-sided Jacobi algorithm
• A note on backward perturbations for the Hermitian eigenvalue problem
• Accuracy and Stability of Numerical Algorithms
• Accurate Eigensystem Computations by Jacobi Methods
• Anymatrix: an extensible MATLAB matrix collection
• Approximate eigenvectors as preconditioner
• Backward stability of iterations for computing the polar decomposition
• Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
• Constructing a Hermitian Matrix from Its Diagonal Entries and Eigenvalues
• Estimating Extremal Eigenvalues and Condition Numbers of Matrices
• Exploiting Mixed Precision for Computing Eigenvalues of Symmetric Matrices and Singular Values
• Floating-point perturbations of Hermitian matrices
• Functions of Matrices
• High-precision arithmetic in mathematical physics
• Jacobi’s Method is More Accurate than QR
• LAPACK Users' Guide
• Matlab guide
• Mixed precision algorithms in numerical linear algebra
• New Fast and Accurate Jacobi SVD Algorithm. I
• New Fast and Accurate Jacobi SVD Algorithm. II
• Numerical computing with IEEE floating point arithmetic. Incl. one theorem, one rule of thumb, and one hundred and one exercises
• On sharp quadratic convergence bounds for the serial Jacobi methods
• On the quadratic convergence of the special cyclic Jacobi method
• Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems
• Zur quadratischen Konvergenz des Jacobi-Verfahrens.(On quadrative convergence of the Jacobi method)
• Über ein leichtes Verfahren die in der Theorie der Säcularstörungen vorkommenden Gleichungen numerisch aufzulösen*).

Cited in

(2)

• Convergence and mixed-precision preconditioning for the naive Jacobi eigenvalue algorithm
• Accelerating preconditioned Jacobi methods via perturbation-inspired pivoting

This page was built for publication: Computing accurate eigenvalues using a mixed-precision Jacobi algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6902499)