A note on the accuracy of symmetric eigenreduction algorithms (Q1920183)
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scientific article; zbMATH DE number 918319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the accuracy of symmetric eigenreduction algorithms |
scientific article; zbMATH DE number 918319 |
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A note on the accuracy of symmetric eigenreduction algorithms (English)
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7 April 1997
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The aim of this paper is to call attention to the following phenomenon: on highly ill-conditioned Hermitian matrices the relative accuracy of small eigenvalues computed by QR eigenreduction may drastically depend on the initial permutation of the rows and columns. The author illustrates and discusses this phenomenon on a set of examples. Random matrices and some special matrices are considered. In the result of experimental investigation some practical conclusions are given.
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symmetric eigenreduction algorithms
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numerical examples
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ill-conditioned Hermitian matrices
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accuracy
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small eigenvalues
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QR eigenreduction
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