Accurate singular values of a class of parameterized negative matrices

被引:10
作者
Huang, Rong [1 ]
Xue, Jungong [2 ]
机构
[1] Hunan Univ Sci & Technol, Sch Math & Computat Sci, Xiangtan 411201, Hunan, Peoples R China
[2] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
基金
美国国家科学基金会; 中国国家自然科学基金;
关键词
Negative matrices; Singular values; High relative accuracy; Parametrization; LEAST-SQUARES PROBLEMS; PERTURBATION-THEORY; COMPUTATIONS; EIGENVALUES; DECOMPOSITION; ALGORITHM;
D O I
10.1007/s10444-021-09898-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Typically, parametrization captures the essence of a class of matrices, and its potential advantage is to make accurate computations possible. But, in general, parametrization suitable for accurate computations is not always easy to find. In this paper, we introduce a parametrization of a class of negative matrices to accurately solve the singular value problem. It is observed that, given a set of parameters, the associated nonsingular negative matrix can be orthogonally transformed into a totally nonnegative matrix in an implicit and subtraction-free way, which implies that such a set of parameters determines singular values of the associated negative matrix accurately. Based on this observation, a new O(n(3)) algorithm is designed to compute all the singular values, large and small, to high relative accuracy.
引用
收藏
页数:30
相关论文
共 30 条
[1]  
Alfa AS, 2002, NUMER MATH, V90, P401, DOI [10.1007/s002110100289, 10.1007/S002110100289]
[2]  
Alfa AS, 2002, MATH COMPUT, V71, P217, DOI 10.1090/S0025-5718-01-01325-4
[3]   TOTALLY POSITIVE MATRICES [J].
ANDO, T .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1987, 90 :165-219
[4]   qd-TYPE METHODS FOR QUASISEPARABLE MATRICES [J].
Bevilacqua, Roberto ;
Bozzo, Enrico ;
Del Corso, Gianna M. .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2011, 32 (03) :722-747
[5]   ACCURATE SOLUTION OF STRUCTURED LEAST SQUARES PROBLEMS VIA RANK-REVEALING DECOMPOSITIONS [J].
Castro-Gonzalez, Nieves ;
Ceballos, Johan ;
Dopico, Froilan M. ;
Molera, Juan M. .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2013, 34 (03) :1112-1128
[6]   RELATIVE PERTURBATION THEORY FOR DIAGONALLY DOMINANT MATRICES [J].
Dailey, Megan ;
Dopico, Froilan M. ;
Ye, Qiang .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2014, 35 (04) :1303-1328
[7]   A NEW PERTURBATION BOUND FOR THE LDU FACTORIZATION OF DIAGONALLY DOMINANT MATRICES [J].
Dailey, Megan ;
Dopico, Froilan M. ;
Ye, Qiang .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2014, 35 (03) :904-930
[8]   ACCURATE COMPUTATIONS WITH COLLOCATION MATRICES OF q-BERNSTEIN POLYNOMIALS [J].
Delgado, Jorge ;
Pena, J. M. .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2015, 36 (02) :880-893
[9]   Computing the singular value decomposition with high relative accuracy [J].
Demmel, J ;
Gu, M ;
Eisenstat, S ;
Slapnicar, I ;
Veselic, K ;
Drmac, Z .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1999, 299 (1-3) :21-80
[10]   Accurate singular value decompositions of structured matrices [J].
Demmel, J .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2000, 21 (02) :562-580