Numerical Behaviour of Higham's Scaled Method for Polar Decomposition

Numerical Behaviour of Higham's Scaled Method for Polar Decomposition

We present a rounding error analysis of Higham's scaled method for computing the polar decomposition of a nonsingular complex matrix. Under certain natural conditions we prove that the method computes acceptable polar factors.

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Veröffentlicht in:Numerical algorithms 2003-04, Vol.32 (2-4), p.105-140
Hauptverfasser: Kiełbasiński, Andrzej, Ziętak, Krystyna
Format: Artikel
Sprache:eng
Schlagworte:
Decomposition
Error analysis
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Beschreibung
Zusammenfassung:We present a rounding error analysis of Higham's scaled method for computing the polar decomposition of a nonsingular complex matrix. Under certain natural conditions we prove that the method computes acceptable polar factors.
ISSN:1017-1398
1572-9265
DOI:10.1023/A:1024098014869