Naslov
Accurate eigenvalue decomposition of arrowhead matrices and applications

Autori
Jakovčević Stor, Nevena ; Slapničar, Ivan ; Barlow, Jesse

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

Izvornik
Book of abstracts, IWASEP 9, The 9th International Workshop on Accurate Solution of Eigenvalue Problems / - , 2012

Skup
9th International Workshop on Accurate Solution of Eigenvalue Problems

Mjesto i datum
Napa (CA), Sjedinjene Američke Države, 04.06.2012. - 07.06.2012

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Eigenvalue Decomposition; Arrowhead Matrices

Sažetak
We present a new, improved, algorithm for solving an eigenvalue problem of real symmetric arrowhead matrix. Under certain conditions the algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in O(n2) operations. The algorithm is based on shift-and-invert technique and limited use of double precision arithmetic when necessary. Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm suitable for cases when only part of the spectrum is required and for parallel computing. We also present perturbation theory, applications to Hermitian arrowhead matrices and symmetric tridiagonal matrices, diagonal-plus-rank-one matrices, and numerical examples.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA