Rounding-error and perturbation bounds for the indefinite QR factorization
type: Item
instance of: scholarly article
title: Rounding-error and perturbation bounds for the indefinite QR factorization
zbMATH Open document ID: 0948.65042
DOI: 10.1016/S0024-3795(99)00156-1
author: Sanja Singer
author: Saša Singer
published in: Linear Algebra and its Applications
publication date: 2000-11-22T00:00:00Z
review text: Indefinite QR factorization is a generalization of the usual QR factorization, where \(Q\) is a unitary matrix with respect to the given indefinite inner product matrix \(J\). This factorization can be used for accurate computation of eigenvalues of the Hermitian matrix \(A= G^*JG\), where \(G\) and \(J\) are initially given or naturally formed from initial data. The authors present rounding-error and perturbation bounds for the so-called ``triangular'' case of the indefinite QR factorization. It is pointed out that these bounds fit well into the relative perturbation theory for Hermitian matrices given in factorized form.
Mathematics Subject Classification ID: 65F25
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65G50
zbMATH DE Number: 1443446
zbMATH Keywords: perturbation bounds
zbMATH Keywords: rounding-error bounds
zbMATH Keywords: indefinite QR factorization
zbMATH Keywords: Hermitian matrix
reviewed by: Petko Hr. Petkov
describes a project that uses: mctoolbox
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1443446