Rounding-error and perturbation bounds for the indefinite QR factorization (Q1976912)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rounding-error and perturbation bounds for the indefinite QR factorization |
scientific article |
Statements
Rounding-error and perturbation bounds for the indefinite QR factorization (English)
0 references
22 November 2000
0 references
Indefinite QR factorization is a generalization of the usual QR factorization, where \(Q\) is a unitary matrix with respect to the given indefinite inner product matrix \(J\). This factorization can be used for accurate computation of eigenvalues of the Hermitian matrix \(A= G^*JG\), where \(G\) and \(J\) are initially given or naturally formed from initial data. The authors present rounding-error and perturbation bounds for the so-called ``triangular'' case of the indefinite QR factorization. It is pointed out that these bounds fit well into the relative perturbation theory for Hermitian matrices given in factorized form.
0 references
perturbation bounds
0 references
rounding-error bounds
0 references
indefinite QR factorization
0 references
Hermitian matrix
0 references
0 references