Jorge Delgado, Plamen Koev, Ana Marco, José‐Javier Martínez, Juan Manuel Peña, Per‐Olof Persson, Steven Spasov
{"title":"Accurate bidiagonal decompositions of Cauchy–Vandermonde matrices of any rank","authors":"Jorge Delgado, Plamen Koev, Ana Marco, José‐Javier Martínez, Juan Manuel Peña, Per‐Olof Persson, Steven Spasov","doi":"10.1002/nla.2579","DOIUrl":null,"url":null,"abstract":"We present a new decomposition of a Cauchy–Vandermonde matrix as a product of bidiagonal matrices which, unlike its existing bidiagonal decompositions, is now valid for a matrix of any rank. The new decompositions are insusceptible to the phenomenon known as subtractive cancellation in floating point arithmetic and are thus computable to high relative accuracy. In turn, other accurate matrix computations are also possible with these matrices, such as eigenvalue computation amongst others.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":"55 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Linear Algebra with Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/nla.2579","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
We present a new decomposition of a Cauchy–Vandermonde matrix as a product of bidiagonal matrices which, unlike its existing bidiagonal decompositions, is now valid for a matrix of any rank. The new decompositions are insusceptible to the phenomenon known as subtractive cancellation in floating point arithmetic and are thus computable to high relative accuracy. In turn, other accurate matrix computations are also possible with these matrices, such as eigenvalue computation amongst others.
期刊介绍：
Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review.
Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects.
Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
