A Note on Multiplicative Backward Errors of Accurate SVD Algorithms

DOI10.1137/S0895479803427005zbMath1069.65042OpenAlexW2092547376MaRDI QIDQ4650971

Julio Moro, Froilán M. Dopico

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

algorithmssingular value decompositionerror boundshigh relative accuracybackward stabilityJacobi algorithmrank-revealing decompositionsmutiplicative perturbation theory

Mathematics Subject Classification ID

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

Related Items (1)

Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices

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