Rounding-error and perturbation bounds for the indefinite QR factorization (Q1976912)

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scientific article; zbMATH DE number 1443446
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    Rounding-error and perturbation bounds for the indefinite QR factorization
    scientific article; zbMATH DE number 1443446

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      Rounding-error and perturbation bounds for the indefinite QR factorization (English)
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      22 November 2000
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      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.
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      perturbation bounds
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      rounding-error bounds
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      indefinite QR factorization
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      Hermitian matrix
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