Numerical analysis of Givens rotation
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Publication:6416484
arXiv2211.04010MaRDI QIDQ6416484FDOQ6416484
Authors: Weslley da Silva Pereira, Ali Lotfi, Julien Langou
Publication date: 8 November 2022
Abstract: Generating 2-by-2 unitary matrices in floating-precision arithmetic is a delicate task. One way to reduce the accumulation error is to use less floating-point operations to compute each of the entries in the 2-by-2 unitary matrix. This paper shows an algorithm that reduces the number of operations to compute the entries of a Givens rotation. Overall, the new algorithm has more operations in total when compared to algorithms in different releases of LAPACK, but less operations per entry. Numerical tests show that the new algorithm is more accurate on average.
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