Newton's method in floating point arithmetic and iterative refinement of generalized eigenvalue problems
In the symmetric generalized eigenvalue problem with indefinite \(A\) or \(B\) there exists a conflict between efficiency and backward stability. The paper advocates an iterative refinement of the computed eigenpairs by Newton's method. It is admitted that the linear solver is unstable and that the Jacobian itself is inaccurate. An extended precision is only assumed available in the computation of the residual. The key question which is analyzed concerns the sufficient precision of the residual. It is shown that and when an improvement of the forward and backward errors may be achieved in such a situation. Numerical illustrations confirm the theory using small matrices treated by the usual Cholesky-\(QR\) method.
- Analysis of the Cholesky method with iterative refinement for solving the symmetric definite generalized eigenproblem
- Iterative refinement for symmetric eigenvalue decomposition
- A generalized inexact Newton method for inverse eigenvalue problems
- An Efficient and Stable Algorithm for the Symmetric-Definite Generalized Eigenvalue Problem
- Publication:4864091
- Accurate simple zeros of polynomials in floating point arithmetic
- Iterative refinement for symmetric eigenvalue decomposition
- Perturbation theory for homogeneous polynomial eigenvalue problems
- Mixed precision path tracking for polynomial homotopy continuation
- Continuous methods for symmetric generalized eigenvalue problems
- On a compensated Ehrlich-Aberth method for the accurate computation of all polynomial roots
- Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations
- Analysis of the Cholesky method with iterative refinement for solving the symmetric definite generalized eigenproblem
- Parallel iterative refinement in polynomial eigenvalue problems.
- An eigenvalue search method using the Orr-Sommerfeld equation for shear flow
- Accelerating the solution of linear systems by iterative refinement in three precisions
- Accurate polynomial root-finding methods for symmetric tridiagonal matrix eigenproblems
- Subdivision-based nonlinear multiscale cloth simulation
- An Algorithm for Quadratic Eigenproblems with Low Rank Damping
- Perturbation, extraction and refinement of invariant pairs for matrix polynomials
- Mixed precision algorithms in numerical linear algebra
- How accurate does Newton have to be?
- Symmetric-diagonal reductions as preprocessing for symmetric positive definite generalized eigenvalue solvers
- Iterative refinement for an eigenpair subset of a real symmetric matrix
- Numerical instability of algebraic rootfinders
- Error analysis of the Gram low-rank approximation (and why it is not as unstable as one may think)
- Solving nonlinear ODEs with the ultraspherical spectral method
- Accuracy controlled schemes for the eigenvalue problem of the radiative transfer equation
- Mixed precision implicit numerical schemes for systems of ordinary differential equations
- Iterative refinement for ill-conditioned linear systems
This page was built for publication: Newton's method in floating point arithmetic and iterative refinement of generalized eigenvalue problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2706305)
