Nalazite se na CroRIS probnoj okolini. Ovdje evidentirani podaci neće biti pohranjeni u Informacijskom sustavu znanosti RH. Ako je ovo greška, CroRIS produkcijskoj okolini moguće je pristupi putem poveznice www.croris.hr
izvor podataka: crosbi !

Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices (CROSBI ID 635060)

Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija

Jakovčević Stor, Nevena ; Slapničar, Ivan Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices // Conference on Applied Mathematics and Scientific Computing. 2013

Podaci o odgovornosti

Jakovčević Stor, Nevena ; Slapničar, Ivan

engleski

Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices

We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modificiation of a diagonal matrix. 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 a shift-and-invert approach. Only a single element of the inverse of the shifted matrix eventually needs to be computed with double of the working precision. Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm adaptable for parallel computing. Our results extend to Hermitian case. The method can be used as a part of divide-and-conquer method for real symmetric tridiagonal matrices.

eigenvalue decomposition; rank-one modifications of diagonal matrices

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

Podaci o prilogu

2013.

objavljeno

Podaci o matičnoj publikaciji

Conference on Applied Mathematics and Scientific Computing

Podaci o skupu

8th Conference on Applied Mathematics and Scientific Computing

predavanje

10.07.2013-14.07.2013

Šibenik, Hrvatska

Povezanost rada

Matematika