Pregled bibliografske jedinice broj: 1249798
The high relative accuracy of the HZ method
The high relative accuracy of the HZ method // Applied mathematics and computation, 433 (2022), 127358, 33 doi:10.1016/j.amc.2022.127358 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1249798 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
The high relative accuracy of the HZ method
Autori
Matejaš, Josip ; Hari, Vjeran
Izvornik
Applied mathematics and computation (0096-3003) 433
(2022);
127358, 33
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Generalized-eigenvalue-problem ; Hari–Zimmermann-method ; High-relative-accuracy
Sažetak
The high relative accuracy of the Hari–Zimmermann method for solving the generalized eigenvalue problem Ax = λBx has been proved for a set of well-behaved pairs of real symmetric positive definite matrices. These are pairs of matrices (A, B ) such that the spectral conditions κ2 (A S ) and κ2 (B S ) are small. The proof is made for one step of the method. It uses a very detailed error analysis and shows that the method computes the eigenvalues of the problem to high relative accuracy. Numerical tests agree with the obtained theoretical results.
Izvorni jezik
Engleski
Znanstvena područja
Matematika, Interdisciplinarne prirodne znanosti
POVEZANOST RADA
Projekti:
HRZZ-IP-2014-09-3670 - Matične faktorizacije i blok dijagonalizacijski algoritmi (MFBDA) (Hari, Vjeran, HRZZ - 2014-09) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Ekonomski fakultet, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
