Pregled bibliografske jedinice broj: 1135735
Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices
Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices // 27th Biennial Conference on Numerical Analysis, Book of abstracts
Glasgow, Ujedinjeno Kraljevstvo, 2017. str. 49-49 (predavanje, međunarodna recenzija, sažetak, znanstveni)
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Naslov
Accurate eigenvalue decomposition of rank-one modifications of diagonal matrices
Autori
Jakovčević Stor, Nevena ; Slapničar, Ivan ; Barlow, Jesse
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni
Izvornik
27th Biennial Conference on Numerical Analysis, Book of abstracts
/ - , 2017, 49-49
Skup
27th Biennial Conference on Numerical Analysis, University of Strathclyde
Mjesto i datum
Glasgow, Ujedinjeno Kraljevstvo, 27.06.2017. - 30.06.2017
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
eigenvalue problem, rank-one modification of a diagonal matrix
Sažetak
We present an algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with high relative accuracy in O(n) 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 the working precision.Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm adaptable for parallel computing.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Fakultet elektrotehnike, strojarstva i brodogradnje, Split
