A Note on Multiplicative Backward Errors of Accurate SVD Algorithms

DOI10.1137/S0895479803427005MaRDI QIDQ4650971zbMATH OpenOpenAlexFDO

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

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)

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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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