Forward Instability of Tridiagonal QR (Q4033832)
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scientific article; zbMATH DE number 166341
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| English | Forward Instability of Tridiagonal QR |
scientific article; zbMATH DE number 166341 |
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Forward Instability of Tridiagonal QR (English)
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16 May 1993
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tridiagonal matrices
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sensitivity analysis
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premature deflation
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\(QR\) transformation
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eigenvalues
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forward instability
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eigenvectors
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0.8308925628662109
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0.739010214805603
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0.739010214805603
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0.738387405872345
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In computing eigenvalues only backward stability is required, however, the \(QR\) transformation has other uses and then forward stability is needed. This paper gives examples, analyzes the forward instability, and shows that it occurs only when the shift causes ``premature deflation''. It is also shown that forward stability is governed by the size of the last entry in normalized eigenvectors of leading principal submatrices, and the extreme values of the derivative of each entry of the transformed matrix as a function of the shift is determined.
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