Pregled bibliografske jedinice broj: 620362
Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications // Linear algebra and its applications, 464 (2015), 62-89 doi:10.1016/j.laa.2013.10.007 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 620362 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
Autori
Jakovčević Stor, Nevena ; Slapničar, Ivan ; Barlow, Jesse L.
Izvornik
Linear algebra and its applications (0024-3795) 464
(2015);
62-89
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
eigenvalue decomposition; arrowhead matrix; high relative accuracy; singular value decomposition
Sažetak
We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{; ; ; ; ; 2}; ; ; ; ; )$ operations. The algorithm is based on a shift-and-invert approach. Double precision is eventually needed to compute only one element of the inverse of the shifted matrix. Each eigenvalue and the corresponding eigenvector can be computed separately, which makes the algorithm adaptable for parallel computing. Our results extend to Hermitian arrowhead matrices, real symmetric diagonal-plus-rank-one matrices and singular value decomposition of real triangular arrowhead matrices.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
Napomena
Special issue on eigenvalue problems.
POVEZANOST RADA
Projekti:
023-0372783-1289 - Točni i brzi matrični algoritmi i primjene (Slapničar, Ivan, MZOS ) ( CroRIS)
Ustanove:
Fakultet elektrotehnike, strojarstva i brodogradnje, Split
Poveznice na cjeloviti tekst rada:
Pristup cjelovitom tekstu rada doi www.sciencedirect.com authors.elsevier.comCitiraj 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