Verification of positive definiteness

DOI10.1007/s10543-006-0056-1zbMath1101.65039OpenAlexW2002757059MaRDI QIDQ2502318

Siegfried Michael Rump

Publication date: 12 September 2006

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0056-1

zbMATH Keywords

algorithmnumerical exampleserror boundspositive definitenessself-validating methodsHermitian matrixfloating-point arithmeticrounding errorsCholesky decompositionsymmetric positive definite matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Positive matrices and their generalizations; cones of matrices (15B48) Roundoff error (65G50) Algorithms with automatic result verification (65G20)

Related Items (21)

Sharper and Simpler Nonlinear Interpolants for Program Verification ⋮ Positive definiteness of Hermitian interval matrices ⋮ Fast verified solutions of linear systems ⋮ High performance verified computing using C-XSC ⋮ Practical policy iterations. A practical use of policy iterations for static analysis: the quadratic case ⋮ Enabling floating-point arithmetic in the Coq proof assistant ⋮ Eigenvalue characterization of some structured matrix pencils under linear perturbation ⋮ Verified bounds for singular values, in particular for the spectral norm of a matrix and its inverse ⋮ Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation ⋮ Unnamed Item ⋮ Verified error bounds for solutions of Sylvester matrix equations ⋮ Primitive Floats in Coq ⋮ Determining the positive definiteness margin of interval matrices ⋮ Explicit and provably stable spatiotemporal FDTD refinement ⋮ Convergence analysis of an algorithm for accurate inverse Cholesky factorization ⋮ Formal proofs of rounding error bounds. With application to an automatic positive definiteness check ⋮ Accurate summation, dot product and polynomial evaluation in complex floating point arithmetic ⋮ Validating numerical semidefinite programming solvers for polynomial invariants ⋮ Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems ⋮ Generalised cepstral models for the spectrum of vector time series ⋮ Convergence analysis of accurate inverse Cholesky factorization

Uses Software

• Matlab
• INTLAB
• mctoolbox
• Harwell-Boeing sparse matrix collection

Cites Work

• Error bounds on complex floating-point multiplication
• Matrix Analysis
• Accuracy and Stability of Numerical Algorithms
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