Pregled bibliografske jedinice broj: 999907
On the complex Falk–Langemeyer method
On the complex Falk–Langemeyer method // Numerical algorithms, 83 (2019), 451-483 doi:10.1007/s11075-019-00689-8 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 999907 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On the complex Falk–Langemeyer method
Autori
Hari, Vjeran
Izvornik
Numerical algorithms (1017-1398) 83
(2019);
451-483
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
generalized eigenvalue problem, complex Hermitian matrices, definite matrix pair, diagonalization method
Sažetak
A new algorithm for the simultaneous diagonalization of two complex Hermitian matrices is derived. It is a proper generalization of the known Falk-Langemeyer algorithm which was originally derived in 1960 for a pair of positive definite matrices. It is proved that the complex Falk-Langemeyer algorithm is defined for a pair of Hermitian matrices which make a definite pair. Special attention is paid to the stability of the formulas for the transformation parameters in the case when the pivot submatrices are almost proportional. The numerical tests show the high relative accuracy of the method if both matrices are definite and if the condition numbers of $D_A A D_A$ and $D_B B D_B$ are small for some diagonal matrices $D_A$ and $D_B$.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ IP_09_2014_3670
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Vjeran Hari
(autor)
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
