Numerical Stability of the Parallel Jacobi Method
Copyright policy )Numerical Stability of the Parallel Jacobi Method
The authors analyse the numerical stability of the parallel Jacobi method for computing the singular values and singular subspaces of an invertible upper triangular matrix obtained from QR decomposition with column pivoting. They show that in this case the parallel Jacobi method works with full machine accuracy, thus the computational errors are determined by the QR algorithm. Some MATLAB numerical experiments are also presented.
Numerical computation of eigenvalues and eigenvectors of matrices, Numerical solutions to overdetermined systems, pseudoinverses, singular values, Parallel numerical computation, parallel Jacobi method, singular subspaces, Computational methods for sparse matrices, QR decomposition, numerical stability, triangular matrix, roundoff error, numerical experiments, perturbation theory
Numerical computation of eigenvalues and eigenvectors of matrices, Numerical solutions to overdetermined systems, pseudoinverses, singular values, Parallel numerical computation, parallel Jacobi method, singular subspaces, Computational methods for sparse matrices, QR decomposition, numerical stability, triangular matrix, roundoff error, numerical experiments, perturbation theory
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