Accurate eigenvalue decomposition of arrowhead matrices and applications (CROSBI ID 587732)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija
Podaci o odgovornosti
Jakovčević Stor, Nevena ; Slapničar, Ivan ; Barlow, Jesse
engleski
Accurate eigenvalue decomposition of arrowhead matrices and applications
We present a new, improved, algorithm for solving an eigenvalue problem of real symmetric arrowhead matrix. Under certain conditions the algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in O(n2) operations. The algorithm is based on shift-and-invert technique and limited use of double precision arithmetic when necessary. Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm suitable for cases when only part of the spectrum is required and for parallel computing. We also present perturbation theory, applications to Hermitian arrowhead matrices and symmetric tridiagonal matrices, diagonal-plus-rank-one matrices, and numerical examples.
Eigenvalue Decomposition; Arrowhead Matrices
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Podaci o prilogu
2012.
objavljeno
Podaci o matičnoj publikaciji
Book of abstracts, IWASEP 9, The 9th International Workshop on Accurate Solution of Eigenvalue Problems
Podaci o skupu
9th International Workshop on Accurate Solution of Eigenvalue Problems
predavanje
04.06.2012-07.06.2012
Napa (CA), Sjedinjene Američke Države