A new subtraction-free formula for lower bounds of the minimal singular value of an upper bidiagonal matrix

DOI10.1007/S11075-014-9931-ZzbMATH Open1329.65079arXiv1401.2350OpenAlexW2006321608MaRDI QIDQ494684FDOQ494684

Authors: Takumi Yamashita, Kinji Kimura, Yusaku Yamamoto 

Publication date: 1 September 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: Traces of inverse powers of a positive definite symmetric tridiagonal matrix give lower bounds of the minimal singular value of an upper bidiagonal matrix. In a preceding work, a formula for the traces which gives the diagonal entries of the inverse powers is presented. In this paper, we present another formula which gives the traces based on a quite different idea from the one in the preceding work. An efficient implementation of the formula for practice is also presented.

Full work available at URL: https://arxiv.org/abs/1401.2350

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zbMATH Keywords

algorithmlower boundssingular valuesnumerical experimentmatrix tracebidiagonal matrixsubtraction-free formula

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited In (3)

• Subtraction-free recurrence relations for lower bounds of the minimal singular value of an upper bidiagonal matrix
• Conserved quantities of the discrete finite Toda equation and lower bounds of the minimal singular value of upper bidiagonal matrices
• An application of the discrete-time Toda lattice to the progressive algorithm by Lanczos and related problems

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