Nearly optimal scaling in the SR decomposition

DOI10.1016/j.laa.2020.11.011zbMath1460.65045arXiv2004.03288OpenAlexW3110203588MaRDI QIDQ2229462

Sanja Singer, Heike Fassbender, Miroslav Rozložnik

Publication date: 17 February 2021

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

Full work available at URL: https://arxiv.org/abs/2004.03288

zbMATH Keywords

SR decompositioncondition number estimateoptimal block diagonal scalings

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25)

Uses Software

• mctoolbox

Cites Work

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• On the conditioning of factors in the SR decomposition
• Convergence of algorithms of decomposition type for the eigenvalue problem
• Computing stable eigendecompositions of matrix pencils
• On some algebraic problems in connection with general eigenvalue algorithms
• Cholesky-like factorizations of skew-symmetric matrices
• On the sensitivity of the SR decomposition
• Matrix factorizations for symplectic QR-like methods
• Rounding error and perturbation bounds for the symplectic QR factorization
• Condition numbers and equilibration of matrices
• A Note on the Stable Decomposition of Skew-Symmetric Matrices
• Accuracy and Stability of Numerical Algorithms

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