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Accuracy of one step of the Falk-Langemeyer method (CROSBI ID 201831)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Matejaš, Josip
Accuracy of one step of the Falk-Langemeyer method // Numerical algorithms, 68 (2015), 4; 645-670. doi: 10.1007/s11075-014-9865-5
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Matejaš, Josip
engleski
Accuracy of one step of the Falk-Langemeyer method
We present a new subtle technique in accuracy analysis which we use to prove the accuracy of the Falk-Langemeyer method for solving a real definite generalized eigenvalue problem $Ax=\lambda Bx$. We derive the exact expressions for the errors caused by finite arithmetic computation in one step of the method. We consider separately the case of diagonal, positive definite matrix $B$.
Generalized eigenvalue problem ; Relative accuracy ; Falk-Langemeyer method
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