Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix

DOI10.1016/0378-4754(88)90071-7MaRDI QIDQ1121634zbMATH OpenOpenAlexFDO

Authors Faezeh Toutounian

Publication date 1988

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(88)90071-7

zbMATH Keywords

eigenvectorsmultiple eigenvaluessmall random perturbationssymmetric eigenvalue problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

A method of estimating the accuracy of a numerical computation by computing the standard deviations of the results of several computations, where small random perturbations are added in each step, is applied to the symmetric eigenvalue problem. It is proposed that a unit shift should be applied when estimating the accuracy of eigenvalues close to zero, and a unitary projection when estimating eigenvectors to multiple eigenvalues.

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Cites work

• scientific article; zbMATH DE number 5704139 (Why is no real title available?)
• scientific article; zbMATH DE number 3812836 (Why is no real title available?)
• scientific article; zbMATH DE number 3818979 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• New methods for evaluating the validity of the results of mathematical computations
• The QR algorithm for band symmetric matrices

Cited in

(4)

• Hyman's method revisited
• An experiment with arithmetic precision in linear algebra computations
• Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
• Randomized estimation of spectral densities of large matrices made accurate

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