A Note on Multiplicative Backward Errors of Accurate SVD Algorithms

DOI10.1137/S0895479803427005zbMATH Open1069.65042OpenAlexW2092547376MaRDI QIDQ4650971FDOQ4650971

Authors: Froilán M. Dopico, Julio Moro 

Publication date: 21 February 2005

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479803427005

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zbMATH Keywords

algorithmserror boundssingular value decompositionbackward stabilityJacobi algorithmhigh relative accuracyrank-revealing decompositionsmutiplicative perturbation theory

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)

Cited In (3)

• Backward errors for eigenvalue and singular value decompositions
• Accuracy of two SVD algorithms for \(2\times 2\) triangular matrices
• Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices

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