engleski

Accuracy of Kogbetliantz Method for Triangular Matrices

Kogbetliantz method is a two-sided diagonalization method for computing the singular value decomposition of square matrices. If the initial matrix is triangular, the method becomes more efficient and gains improved convergence characteristics. It is proved that the Kogbetliantz method for triangular matrices computes the singular values and vectors to high relative accuracy. This conclusion holds for both the real and the complex algorithm. One can design efficient Kogbetliantz method which is relatively accurate, globally convergent and asymptotically at least quadratically convergent.

Singular value decomposition; triangular matrices; Kogbetliantz method; accuracy

nije evidentirano