Pregled bibliografske jedinice broj: 3826
Floating-point Errors in Complex Cholesky Algorithms
Floating-point Errors in Complex Cholesky Algorithms // Proceedings of the IMACS-GAMM International Symposium on Numerical Methods and Error Bounds / Alefeld, G. ; Herzberger J. (ur.).
Oldenburg: Akademie Verlag, 1996. str. 249-254 (pozvano predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 3826 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Floating-point Errors in Complex Cholesky Algorithms
Autori
Singer, Sanja ; Singer, Saša
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the IMACS-GAMM International Symposium on Numerical Methods and Error Bounds
/ Alefeld, G. ; Herzberger J. - Oldenburg : Akademie Verlag, 1996, 249-254
Skup
IMACS-GAMM International Symposium on Numerical Methods and Error Bounds
Mjesto i datum
Oldenburg, Njemačka, 09.07.1995. - 12.07.1995
Vrsta sudjelovanja
Pozvano predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
decomposition; Cholesky factorisation; floating-point errors; stability
Sažetak
In \cite{;3}; we have studied the accuracy of complex Jacobi methods for Hermitian positive definite matrices. The derived relative error bounds for the eigenvalues and eigenvectors computed by two- and one-sided methods are very similar to the existing ones for the corresponding real methods for symmetric positive definite matrices (see \cite{;4};, \cite{;5};). As part of the analysis for some one-sided methods, a sharp relative error bound for the complex Cholesky factorization has been derived. In this short report we prove this result.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
037011
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb
