Accuracy of the Kogbetliantz Method for Scaled Diagonally Dominant Triangular Matrices (CROSBI ID 158514)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Matejaš, Josip ; Hari, Vjeran
engleski
Accuracy of the Kogbetliantz Method for Scaled Diagonally Dominant Triangular Matrices
The paper proves that Kogbetliantz method computes all singular values of a scaled diagonally dominant triangular matrix, which can be well scaled from both sides symmetrically, to high relative accuracy. Special attention is paid to deriving sharp accuracy bounds for one step, one batch and one sweep of the method. By a simple numerical test it is shown that the methods based on bidiagonalization are generally not accurate on that class of well-behaved matrices.
singular values; relative accuracy; Kogbetliantz method
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Podaci o izdanju
217 (8)
2010.
3726-3746
objavljeno
0096-3003
10.1016/j.amc.2010.09.020