Numerical stability of the parallel Jacobi method

被引：7
|
作者：
Londre, T [1 ]
Rhee, NH
机构：
[1] Blue River Community Coll, Dept Math, Independence, MO 64057 USA
[2] Univ Missouri, Dept Math & Stat, Kansas City, MO 64110 USA
来源：
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2005年 / 26卷 / 04期
关键词：
roundoff error; perturbation theory; parallel Jacobi method; singular values; singular subspaces;
D O I：
10.1137/S0895479802415995
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we study numerical stability of the parallel Jacobi method for computing the singular values and singular subspaces of an invertible upper triangular matrix that is obtained from QR decomposition with column pivoting. We show that in this case the parallel Jacobi method locates singular values and singular subspaces to full machine accuracy.
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页码：985 / 1000
页数：16
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