Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications

DOI10.1016/j.laa.2013.10.007zbMath1302.65087arXiv1302.7203OpenAlexW2105505928MaRDI QIDQ466510

Ivan Slapničar, Nevena Jakovčević Stor, Jesse L. Barlow

Publication date: 27 October 2014

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

Full work available at URL: https://arxiv.org/abs/1302.7203

zbMATH Keywords

algorithmsingular value decompositionparallel computinghigh relative accuracyeigenvalue decompositionarrowhead matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

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Mixed precision algorithms in numerical linear algebra ⋮ Physics constrained learning for data-driven inverse modeling from sparse observations ⋮ LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS IN ARROWHEAD FORM ⋮ Метод расширенных нормальных уравнений для задач регуляризации Тихонова с дифференцирующим оператором ⋮ Linear open quantum systems with passive Hamiltonians and a single local dissipative process ⋮ Forward stable eigenvalue decomposition of rank-one modifications of diagonal matrices ⋮ A new method to improve the efficiency and accuracy of incremental singular value decomposition ⋮ Iterative Stability Enforcement in Adaptive Antoulas–Anderson Algorithms for \({\boldsymbol{\mathcal{H}_2}}\) Model Reduction ⋮ Deflation for the Symmetric Arrowhead and Diagonal-Plus-Rank-One Eigenvalue Problems ⋮ Inverse eigenproblems of real symmetric doubly arrowhead matrices ⋮ An efficient method for computing the inverse of arrowhead matrices

Uses Software

• LAPACK
• Matlab
• mctoolbox
• MKL

Cites Work

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• Computing the eigenvalues and eigenvectors of symmetric arrowhead matrices
• A Divide and Conquer method for the symmetric tridiagonal eigenproblem
• Rank-one modification of the symmetric eigenproblem
• Numerical solution of a secular equation
• A graph-theoretic model of symmetric Givens operations and its implications
• The design and implementation of the MRRR algorithm
• A Fully Parallel Algorithm for the Symmetric Eigenvalue Problem
• A Divide-and-Conquer Algorithm for the Bidiagonal SVD
• A new parallel chasing algorithm for transforming arrowhead matrices to tridiagonal form
• Accuracy and Stability of Numerical Algorithms
• Error Analysis of Update Methods for the Symmetric Eigenvalue Problem

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