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Pregled bibliografske jedinice broj: 394549

Accuracy of two SVD algorithms for 2×2 triangular matrices

Hari, Vjeran; Matejaš, Josip
Accuracy of two SVD algorithms for 2×2 triangular matrices // Applied Mathematics and Computation, 210 (2009), 1; 232-257 doi:10.1016/j.amc.2008.12.086 (međunarodna recenzija, članak, znanstveni)

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Naslov
Accuracy of two SVD algorithms for 2×2 triangular matrices

Autori
Hari, Vjeran ; Matejaš, Josip

Izvornik
Applied Mathematics and Computation (0096-3003) 210 (2009), 1; 232-257

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Triangular matrix of order two; SVD algorithm; Error analysis; Accuracy

Sažetak
A new algorithm for the accurate computation of the singular value decomposition of 2×2 triangular matrices is proposed. The algorithm is based on Voevodin formulas. Sharp accuracy bounds are derived by using a subtle error analysis which tracks the signs of the errors of intermediate quantities and does not neglect the non-linear parts of the errors. The analysis is fine tuned for the case of almost diagonal matrices. The same analysis is also used to analyze the errors for the xLASV2 computational routine of LAPACK. The error estimates of the new algorithm compare favorably to those of the LAPACK routine.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
037-0372783-3042 - Blok dijagonalizacijske metode (Hari, Vjeran, MZOS ) ( CroRIS)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Vjeran Hari (autor)

Avatar Url Josip Matejaš (autor)

Poveznice na cjeloviti tekst rada:

doi

Citiraj ovu publikaciju:

Hari, Vjeran; Matejaš, Josip
Accuracy of two SVD algorithms for 2×2 triangular matrices // Applied Mathematics and Computation, 210 (2009), 1; 232-257 doi:10.1016/j.amc.2008.12.086 (međunarodna recenzija, članak, znanstveni)
Hari, V. & Matejaš, J. (2009) Accuracy of two SVD algorithms for 2×2 triangular matrices. Applied Mathematics and Computation, 210 (1), 232-257 doi:10.1016/j.amc.2008.12.086.
@article{article, author = {Hari, Vjeran and Mateja\v{s}, Josip}, year = {2009}, pages = {232-257}, DOI = {10.1016/j.amc.2008.12.086}, keywords = {Triangular matrix of order two, SVD algorithm, Error analysis, Accuracy}, journal = {Applied Mathematics and Computation}, doi = {10.1016/j.amc.2008.12.086}, volume = {210}, number = {1}, issn = {0096-3003}, title = {Accuracy of two SVD algorithms for 2×2 triangular matrices}, keyword = {Triangular matrix of order two, SVD algorithm, Error analysis, Accuracy} }
@article{article, author = {Hari, Vjeran and Mateja\v{s}, Josip}, year = {2009}, pages = {232-257}, DOI = {10.1016/j.amc.2008.12.086}, keywords = {Triangular matrix of order two, SVD algorithm, Error analysis, Accuracy}, journal = {Applied Mathematics and Computation}, doi = {10.1016/j.amc.2008.12.086}, volume = {210}, number = {1}, issn = {0096-3003}, title = {Accuracy of two SVD algorithms for 2×2 triangular matrices}, keyword = {Triangular matrix of order two, SVD algorithm, Error analysis, Accuracy} }

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

Uključenost u ostale bibliografske baze podataka::


  • MathSciNet
  • SCI, SCIE, Mathematical Reviews, Math. Sci. Net.

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