Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix

نویسندگان

  • Attahiru Sule Alfa
  • Jungong Xue
  • Qiang Ye
چکیده

If each off-diagonal entry and the sum of each row of a diagonally dominant M -matrix are known to certain relative accuracy, then its smallest eigenvalue and the entries of its inverse are known to the same order relative accuracy independent of any condition numbers. In this paper, we devise algorithms that compute these quantities with relative errors in the magnitude of the machine precision. Rounding error analysis and numerical examples are presented to demonstrate the numerical behaviour of the algorithms.

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عنوان ژورنال:
  • Math. Comput.

دوره 71  شماره 

صفحات  -

تاریخ انتشار 2002