Article ID Journal Published Year Pages File Type
4631773 Applied Mathematics and Computation 2010 21 Pages PDF
Abstract
The paper proves that Kogbetliantz method computes all singular values of a scaled diagonally dominant triangular matrix, which can be well scaled from both sides symmetrically, to high relative accuracy. Special attention is paid to deriving sharp accuracy bounds for one step, one batch and one sweep of the method. By a simple numerical test it is shown that the methods based on bidiagonalization are generally not accurate on that class of well-behaved matrices.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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