Error analysis, perturbation theory and applications of the bidiagonal decomposition of rectangular totally-positive h-Bernstein-Vandermonde matrices

A fast and accurate algorithm to compute the bidiagonal decomposition of rectangular totally positive h-Bernstein-Vandermonde matrices is presented. The error analysis of the algorithm and the perturbation theory for the bidiagonal decomposition of totally positive h-Bernstein-Vandermonde matrices are addressed. The computation of this bidiagonal decomposition is used as the first step for the accurate and efficient computation of the singular values of rectangular totally positive h-Bernstein-Vandermonde matrices and for solving least squares problems whose coefficient matrices are such matrices.Agencia Estatal de Investigació

Total positivity and accurate computations with Gram matrices of Bernstein bases

In this paper, an accurate method to construct the bidiagonal factorization of Gram (mass) matrices of Bernstein bases of positive and negative degree is obtained and used to compute with high relative accuracy their eigenvalues, singular values and inverses. Numerical examples are included

Accurate computations with Wronskian matrices of Bessel and Laguerre polynomials

This paper provides an accurate method to obtain the bidiagonal factorization of Wronskian matrices of Bessel polynomials and of Laguerre polynomials. This method can be used to compute with high relative accuracy their singular values, the inverse of these matrices, as well as the solution of some related systems of linear equations. Numerical examples illustrating the theoretical results are included. © 2022 The Author

Total positivity and accurate computations with Gram matrices of Said-Ball bases

In this article, it is proved that Gram matrices of totally positive bases of the space of polynomials of a given degree on a compact interval are totally positive. Conditions to guarantee computations to high relative accuracy with those matrices are also obtained. Furthermore, a fast and accurate algorithm to compute the bidiagonal factorization of Gram matrices of the Said-Ball bases is obtained and used to compute to high relative accuracy their singular values and inverses, as well as the solution of some linear systems associated with these matrices. Numerical examples are included

Accurate Computations with Collocation and Wronskian Matrices of Jacobi Polynomials

In this paper an accurate method to construct the bidiagonal factorization of collocation and Wronskian matrices of Jacobi polynomials is obtained and used to compute with high relative accuracy their eigenvalues, singular values and inverses. The particular cases of collocation and Wronskian matrices of Legendre polynomials, Gegenbauer polynomials, Chebyshev polynomials of the first and second kind and rational Jacobi polynomials are considered. Numerical examples are included. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature

Quaternion Singular Value Decomposition based on Bidiagonalization to a Real Matrix using Quaternion Householder Transformations

We present a practical and efficient means to compute the singular value decomposition (svd) of a quaternion matrix A based on bidiagonalization of A to a real bidiagonal matrix B using quaternionic Householder transformations. Computation of the svd of B using an existing subroutine library such as lapack provides the singular values of A. The singular vectors of A are obtained trivially from the product of the Householder transformations and the real singular vectors of B. We show in the paper that left and right quaternionic Householder transformations are different because of the noncommutative multiplication of quaternions and we present formulae for computing the Householder vector and matrix in each case

Computing the complete CS decomposition

An algorithm is developed to compute the complete CS decomposition (CSD) of a partitioned unitary matrix. Although the existence of the CSD has been recognized since 1977, prior algorithms compute only a reduced version (the 2-by-1 CSD) that is equivalent to two simultaneous singular value decompositions. The algorithm presented here computes the complete 2-by-2 CSD, which requires the simultaneous diagonalization of all four blocks of a unitary matrix partitioned into a 2-by-2 block structure. The algorithm appears to be the only fully specified algorithm available. The computation occurs in two phases. In the first phase, the unitary matrix is reduced to bidiagonal block form, as described by Sutton and Edelman. In the second phase, the blocks are simultaneously diagonalized using techniques from bidiagonal SVD algorithms of Golub, Kahan, and Demmel. The algorithm has a number of desirable numerical features.Comment: New in v3: additional discussion on efficiency, Wilkinson shifts, connection with tridiagonal QR iteration. New in v2: additional figures and a reorganization of the tex

Accurate and Efficient Expression Evaluation and Linear Algebra

We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed answer has relative error less than 1, i.e., has some correct leading digits. We also address efficiency, by which we mean algorithms that run in polynomial time in the size of the input. Our results will depend strongly on the model of arithmetic: Most of our results will use the so-called Traditional Model (TM). We give a set of necessary and sufficient conditions to decide whether a high accuracy algorithm exists in the TM, and describe progress toward a decision procedure that will take any problem and provide either a high accuracy algorithm or a proof that none exists. When no accurate algorithm exists in the TM, it is natural to extend the set of available accurate operations by a library of additional operations, such as $x+y+z$, dot products, or indeed any enumerable set which could then be used to build further accurate algorithms. We show how our accurate algorithms and decision procedure for finding them extend to this case. Finally, we address other models of arithmetic, and the relationship between (im)possibility in the TM and (in)efficient algorithms operating on numbers represented as bit strings.Comment: 49 pages, 6 figures, 1 tabl