Stability of structured Hamiltonian eigensolvers (Q2719204)
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scientific article; zbMATH DE number 1608868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of structured Hamiltonian eigensolvers |
scientific article; zbMATH DE number 1608868 |
Statements
21 June 2001
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Hamiltonian matrix
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skew-Hamiltonian matrix
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symmetric matrix
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skew-symmetric matrix
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symplectic matrix
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backward error
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structure-preserving
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rounding error
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Jacobi algorithm
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quaternion rotation
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structured Hamiltonian eigensolvers
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symplectic quasi-QR factorization
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0.9211069
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0.9030708
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0.89714485
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0.8920434
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0.8807143
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0.8802306
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0.87798667
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0.8774694
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Stability of structured Hamiltonian eigensolvers (English)
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This work concerns the stability of structured Hamiltonian eigensolvers. The structured backward errors are defined. By introducing the symplectic quasi-QR factorization, the structured backward errors can be efficiently computed. A detailed rounding error analysis of some Jacobi-like algorithms is also given. It is proved that, when the rotations are implemented using suitable formulae, the algorithms are strongly backward stable.
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