Verified error bounds for matrix decompositions

DOI10.1137/24M165096XMaRDI QIDQ6641767zbMATH OpenFDO

Authors Siegfried M. Rump, Takeshi Ogita

Publication date 21 November 2024

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M165096X

zbMATH Keywords

Cholesky decompositioneigendecompositionerror-free transformationsINTLABLU decompositionpolar decompositionQR decompositionSchur decompositionsensitivity of matrix factorssingular value decompositionTakagi decompositionverified inclusions

Mathematics Subject Classification ID

Numerical linear algebra (65F99) Algorithms with automatic result verification (65G20)

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