Accurate SVDs of Structured Matrices

نویسنده

  • James Demmel
چکیده

We present new O(n) algorithms to compute very accurate SVDs of Cauchy matrices, Vandermonde matrices, and related \unit-displacement-rank" matrices. These algorithms compute all the singular values with guaranteed relative accuracy, independent of their dynamic range. In contrast, previous O(n) algorithms can potentially lose all relative accuracy in the tiniest singular values. LAPACK Working Note 130 University of Tennessee Computer Science Report ut-cs-97-375

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تاریخ انتشار 1997