Naslov
Accuracy of Kogbetliantz Method for Triangular Matrices

Autori
Hari, Vjeran ; Matejaš, Josip

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni

Izvornik
Http://www.math.hr/~rogina/ApplMath03/abs_book.pdf / - , 2003

Skup
Applied Mathematics and Scientific Computing

Mjesto i datum
Brijuni, Hrvatska, 23.06.2003. - 27.06.2003

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Domaća recenzija

Ključne riječi
Singular value decomposition; triangular matrices; Kogbetliantz method; accuracy

Sažetak
Kogbetliantz method is a two-sided diagonalization method for computing the singular value decomposition of square matrices. If the initial matrix is triangular, the method becomes more efficient and gains improved convergence characteristics. It is proved that the Kogbetliantz method for triangular matrices computes the singular values and vectors to high relative accuracy. This conclusion holds for both the real and the complex algorithm. One can design efficient Kogbetliantz method which is relatively accurate, globally convergent and asymptotically at least quadratically convergent.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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