کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4599298 1631131 2015 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Accurate eigenvalue decomposition of real symmetric arrowhead matrices and applications
ترجمه فارسی عنوان
تجزیه دقیق عدد صحیح ماتریس های ثابت و متقارن واقعی و برنامه های کاربردی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
چکیده انگلیسی

We present a new algorithm for solving the eigenvalue problem for an n×nn×n real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in O(n2)O(n2) operations under certain circumstances. The algorithm is based on a shift-and-invert approach. Only a single element of the inverse of the shifted matrix eventually needs to be computed with double the working precision. 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 464, 1 January 2015, Pages 62–89
نویسندگان
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