A note on Jacobi Being More Accurate Than $QR
In [SIAM J. Matrix Anal. Appl., 13 (1992) pp. 1204-1245], Demmel and Veselic present a theoretical and experimental analysis to show that the Jacobi method is more accurate than the $QR$ method when computing the eigenvalues of positive definite matrices. They show that the error caused by the Jacob...
Gespeichert in:
Veröffentlicht in: | SIAM journal on matrix analysis and applications 1994-01, Vol.15 (1), p.215-218 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | In [SIAM J. Matrix Anal. Appl., 13 (1992) pp. 1204-1245], Demmel and Veselic present a theoretical and experimental analysis to show that the Jacobi method is more accurate than the $QR$ method when computing the eigenvalues of positive definite matrices. They show that the error caused by the Jacobi method depends on the size of a factor $\rho $, which is related to the singular values of certain matrices associated with the Jacobi iterates. Their experiments suggest that $\rho = O( 1 )$. However, in this note a family of matrices and orderings is presented for which $\rho = O( N )$, where $N$ is the dimension of the matrix. |
---|---|
ISSN: | 0895-4798 1095-7162 |
DOI: | 10.1137/S089547989222792X |