On the conditioning of factors in the SR decomposition

DOI10.1016/j.laa.2016.04.038zbMath1338.65111MaRDI QIDQ290671

Miroslav Rozložnik, Heike Fassbender

Publication date: 3 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.laa.2016.04.038

zbMATH Keywords

condition number; orthogonalization; symplectic matrices; skew-symmetric bilinear forms; SR decomposition

Mathematics Subject Classification ID

65F35: Numerical computation of matrix norms, conditioning, scaling

65F05: Direct numerical methods for linear systems and matrix inversion

65F25: Orthogonalization in numerical linear algebra

Related Items

Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications, Structured condition numbers for some matrix factorizations of structured matrices, Nearly optimal scaling in the SR decomposition

Cites Work

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• Numerical linear algorithms and group theory
• The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
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• On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms