The high relative accuracy of the HZ method (CROSBI ID 320388)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Matejaš, Josip ; Hari, Vjeran
engleski
The high relative accuracy of the HZ method
The high relative accuracy of the Hari–Zimmermann method for solving the generalized eigenvalue problem Ax = λBx has been proved for a set of well-behaved pairs of real symmetric positive definite matrices. These are pairs of matrices (A, B ) such that the spectral conditions κ2 (A S ) and κ2 (B S ) are small. The proof is made for one step of the method. It uses a very detailed error analysis and shows that the method computes the eigenvalues of the problem to high relative accuracy. Numerical tests agree with the obtained theoretical results.
Generalized-eigenvalue-problem ; Hari–Zimmermann-method ; High-relative-accuracy
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Podaci o izdanju
433
2022.
127358
33
objavljeno
0096-3003
1873-5649
10.1016/j.amc.2022.127358
Povezanost rada
Interdisciplinarne prirodne znanosti, Matematika