Iterative refinement for symmetric eigenvalue decomposition

DOI10.1007/s13160-018-0310-3zbMath1403.65018OpenAlexW2800481425MaRDI QIDQ1630225

Takeshi Ogita, Kensuke Aishima

Publication date: 7 December 2018

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-018-0310-3

zbMATH Keywords

quadratic convergenceiterative refinementsymmetric eigenvalue decompositionaccurate numerical algorithm

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (11)

Mixed precision algorithms in numerical linear algebra ⋮ Iterative refinement of Schur decompositions ⋮ Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem ⋮ A mixed precision LOBPCG algorithm ⋮ Acceleration of iterative refinement for singular value decomposition ⋮ Fixed-point analysis of Ogita-Aishima's symmetric eigendecomposition refinement algorithm for multiple eigenvalues ⋮ Unnamed Item ⋮ An a posteriori verification method for generalized real-symmetric eigenvalue problems in large-scale electronic state calculations ⋮ Iterative refinement for singular value decomposition based on matrix multiplication ⋮ Iterative refinement for symmetric eigenvalue decomposition. II. Clustered eigenvalues ⋮ A quadratically convergent algorithm for inverse generalized eigenvalue problems

Uses Software

• gmp
• LAPACK
• mctoolbox
• LBNL
• advanpix
• XBLAS
• mftoolbox

Cites Work

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• Updating the singular value decomposition
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