Evaluation of small elements of the eigenvectors of certain symmetric tridiagonal matrices with high relative accuracy

DOI10.1016/J.ACHA.2015.12.002MaRDI QIDQ2399643zbMATH OpenOpenAlexFDO

Authors Andrei Osipov

Publication date 24 August 2017

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.4906

zbMATH Keywords

eigenvaluesnumerical exampleseigenvectorsalgorithmhigh accuracysymmetric tridiagonal matricessmall elements

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: Evaluation of the eigenvectors of symmetric tridiagonal matrices is one of the most basic tasks in numerical linear algebra. It is a widely known fact that, in the case of well separated eigenvalues, the eigenvectors can be evaluated with high relative accuracy. Nevertheless, in general, each coordinate of the eigenvector is evaluated with only high $absolute$ accuracy. In particular, those coordinates whose magnitude is below the machine precision are not expected to be evaluated with any accuracy whatsoever. It turns out that, under certain conditions, frequently ecountered in applications, small (e.g. $10^{-50}$) coordinates of eigenvectors of symmetric tridiagonal matrices can be evaluated with high $relative$ accuracy. In this paper, we investigate such conditions, carry out the analysis, and describe the resulting numerical schemes. While our schemes can be viewed as a modification of already existing (and well known) numerical algorithms, the related error analysis appears to be new. Our results are illustrated via several numerical examples.

Recommendations

• Reliable Eigenvalues of Symmetric Tridiagonals
• Orthogonal Eigenvectors and Relative Gaps
• scientific article; zbMATH DE number 3930234
• Relatively robust representations of symmetric tridiagonals
• An Orthogonal High Relative Accuracy Algorithm for the Symmetric Eigenproblem

Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 108341 (Why is no real title available?)
• scientific article; zbMATH DE number 3269388 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 3076923 (Why is no real title available?)
• scientific article; zbMATH DE number 3077918 (Why is no real title available?)
• scientific article; zbMATH DE number 3088452 (Why is no real title available?)
• A Stable and Efficient Algorithm for the Rank-One Modification of the Symmetric Eigenproblem
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Accurate Singular Values of Bidiagonal Matrices
• Calculation of the eigenvalues of a symmetric tridiagonal matrix by the method of bisection
• Certain upper bounds on the eigenvalues associated with prolate spheroidal wave functions
• Eigenvalue distribution of time and frequency limiting
• Fast and accurate con-eigenvalue algorithm for optimal rational approximations
• On approximation of functions by exponential sums
• On computing accurate singular values and eigenvalues of matrices with acyclic graphs
• On some algorithms for the solution of the complete eigenvalue problem
• On the evaluation of prolate spheroidal wave functions and associated quadrature rules
• Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - I
• Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - II
• Prolate spheroidal wave functions of order zero. Mathematical tools for bandlimited approximation
• Prolate spheroidal wavefunctions, quadrature and interpolation
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The QR Transformation A Unitary Analogue to the LR Transformation--Part 1

Cited in

(7)

• Connecting optimization with spectral analysis of tri-diagonal matrices
• Generalized prolate spheroidal functions: algorithms and analysis
• On the analytical and numerical properties of the truncated Laplace transform. II
• A fast procedure for the construction of quadrature formulas for bandlimited functions
• A note on the accuracy of symmetric eigenreduction algorithms
• On the evaluation of the eigendecomposition of the Airy integral operator
• On the efficient evaluation of the azimuthal Fourier components of the Green's function for Helmholtz's equation in cylindrical coordinates

This page was built for publication: Evaluation of small elements of the eigenvectors of certain symmetric tridiagonal matrices with high relative accuracy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2399643)