Properties of the Golub-Wilkinson algorithm

DOI10.1016/0024-3795(87)90251-5MaRDI QIDQ579842zbMATH OpenOpenAlexFDO

Authors Rongqin Sheng

Publication date 1987

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(87)90251-5

zbMATH Keywords

principal vectorssingular value decomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

An algorithm (based on the singular value decomposition) for the determination of principal vectors of a square matrix A was given by \textit{G. H. Golub} and \textit{J. H. Wilkinson} [SIAM Rev. 18, 578-619 (1976; Zbl 0341.65027)]. In this paper the author describes some properties of this algorithm and shows that a set of vectors obtained during the process of computation constitute a basis for Ker \(B^ s\), where \(B=A-\lambda I\) and \(\lambda\) is an eigenvalue of A.

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Cites work

• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form

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