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On iterative refinement for the spectral decomposition of symmetric matrices

Alexander Malyshev 1
1 CALCPAR - Calculateurs Parallèles
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes
Abstract : A method is studied for computation of the spectral decomposition of a symmetric matrix with high precision. The approach used is based upon careful calculation of a solution of the Riccati equations arising in the refinement process. Detailed rounding error analysis and estimates of convergence rates are carried out.
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Reports
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https://hal.inria.fr/inria-00074908
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Submitted on : Wednesday, May 24, 2006 - 4:51:52 PM
Last modification on : Friday, February 4, 2022 - 3:22:27 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 8:02:39 PM

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  • HAL Id : inria-00074908, version 1

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Alexander Malyshev. On iterative refinement for the spectral decomposition of symmetric matrices. [Research Report] RR-1651, INRIA. 1992. ⟨inria-00074908⟩

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