On the conditioning of factors in the SR decomposition

DOI10.1016/J.LAA.2016.04.038MaRDI QIDQ290671zbMATH OpenOpenAlexFDO

Authors Heike Faßbender, Miroslav Rozložník

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 numberorthogonalizationskew-symmetric bilinear formsSR decompositionsymplectic matrices

Mathematics Subject Classification ID

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

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Cites work

• A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process
• An SVD-like matrix decomposition and its applications
• Matrix factorizations for symplectic QR-like methods
• Numerical linear algorithms and group theory
• On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms
• The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations

Cited in

(5)

• An SVD-like matrix decomposition and its applications
• Structured condition numbers for some matrix factorizations of structured matrices
• Nearly optimal scaling in the SR decomposition
• On the congruent selection of Jordan blocks from a singular square matrix
• Optimization on the symplectic Stiefel manifold: SR decomposition-based retraction and applications

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