Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix (Q1121634)
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scientific article; zbMATH DE number 4104254
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| English | Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix |
scientific article; zbMATH DE number 4104254 |
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Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix (English)
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1988
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A method of estimating the accuracy of a numerical computation by computing the standard deviations of the results of several computations, where small random perturbations are added in each step, is applied to the symmetric eigenvalue problem. It is proposed that a unit shift should be applied when estimating the accuracy of eigenvalues close to zero, and a unitary projection when estimating eigenvectors to multiple eigenvalues.
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small random perturbations
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symmetric eigenvalue problem
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eigenvectors
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multiple eigenvalues
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0.766679048538208
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