Accuracy and Stability of Algorithms Based on Hyperbolic Transformations
نویسنده
چکیده
The application of hyperbolic Givens and Householder transformation ma-trices (see [1]) to different matrix factorizations namely, the hyperbolic QRalgorithm and the algorithm for hyperbolic singular value decomposition willbe described. An error analysis will be provided and the connection betweenthe condition number of the matrix and the rounding errors will be discussed.References[1] D. Janovská, G. Opfer. A note on hyperbolic transformations, NumericalLinear Algebra with Applications 8 (2001), 127–146. Acknowledgement: This research was supported by the grants GAČR201/02/0595 and VZ CEZ: J19/98:223400007.
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تاریخ انتشار 2002