Stable and efficient spectral divide and conquer algorithms for the symmetric eigenvalue decomposition and the SVD
DOI10.1137/120876605zbMATH Open1326.65049OpenAlexW2059076129MaRDI QIDQ2847715FDOQ2847715
Authors: Yuji Nakatsukasa, Nicholas J. Higham 
Publication date: 11 September 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/1946/1/120876605.pdf
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singular value decompositioneigenvectorspolar decompositionnumerical stabilitybackward error analysisQR factorizationsymmetric eigenvalue problemsubspace iterationcommunication-minimizing algorithmsdynamically weighted Halley iterationspectral divide and conquer algorithms
Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50)
Cited In (21)
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- The minimization of matrix logarithms: on a fundamental property of the unitary polar factor
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- An algorithm to compute the polar decomposition of a \(3 \times 3\) matrix
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- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- Heat diffusion distance processes: a statistically founded method to analyze graph data sets
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- A Structure-Preserving Divide-and-Conquer Method for Pseudosymmetric Matrices
- Efficient and accurate algorithms for solving the Bethe-Salpeter eigenvalue problem for crystalline systems
- Spectral division methods for block generalized Schur decompositions
- On Grioli's minimum property and its relation to Cauchy's polar decomposition
- An efficient randomized QLP algorithm for approximating the singular value decomposition
- Unstructured quotient fixed modes and decentralised stabilisability
- Globally and Rapidly Convergent Algorithms for Symmetric Eigenproblems
- Roundoff error analysis of the double-exponential formula-based method for the matrix sign function
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