3 research outputs found
An accurate SVD algorithm for 2 by 2 triangular matrices
Using a fine accuracy analysis and the results from
cite{har-mat-09}, a new accurate algorithm for computing the
singular value decomposition of 2 by 2 triangular matrices is
constructed. It is obtained by combining the new algorithm which is
derived in cite{har-mat-09} and the algorithm which is coded as an
xLASV2 computational routine of LAPACK. Relative error bounds
for the output data of the hybrid algorithm are equal to or smaller
than the same bounds for any of these two algorithms
Convergence of the Eberlein diagonalization method under the generalized serial pivot strategies
The Eberlein method is a Jacobi-type process for solving the eigenvalue
problem of an arbitrary matrix. In each iteration two transformations are
applied on the underlying matrix, a plane rotation and a non-unitary elementary
transformation. The paper studies the method under the broad class of
generalized serial pivot strategies. We prove the global convergence of the
Eberlein method under the generalized serial pivot strategies with permutations
and present several numerical examples.Comment: 16 pages, 3 figure