Skip to main content
Erschienen in: Journal of Scientific Computing 2/2017

08.11.2016

Computing Singular Value Decompositions of Parameterized Matrices with Total Nonpositivity to High Relative Accuracy

verfasst von: Rong Huang, Delin Chu

Erschienen in: Journal of Scientific Computing | Ausgabe 2/2017

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In the last years, much effort has been devoted to high relative accuracy algorithms for the singular value problem. However, such algorithms have been constructed only for a few classes of matrices with certain structure or properties. In this paper, we study a different class of matrices—parameterized matrices with total nonpositivity. We develop a new algorithm to compute singular value decompositions of such matrices to high relative accuracy. Our numerical results confirm the high relative accuracy of our algorithm.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Fußnoten
1
Dr. Xiaowei Zhang did all numerical experiments in this section. The authors thank him for his kind assistance.
 
Literatur
1.
Zurück zum Zitat Alfa, A.S., Xue, J., Ye, Q.: Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix. Math. Comput. 71, 217–236 (2002)MathSciNetCrossRefMATH Alfa, A.S., Xue, J., Ye, Q.: Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix. Math. Comput. 71, 217–236 (2002)MathSciNetCrossRefMATH
3.
Zurück zum Zitat Castro-González, N., Ceballos, J., Dopico, F.M., Molera, J.M.: Accurate solution of structured least squares problems via rank-revealing decompositions. SIAM J. Matrix Anal. Appl. 34, 1112–1128 (2013)MathSciNetCrossRefMATH Castro-González, N., Ceballos, J., Dopico, F.M., Molera, J.M.: Accurate solution of structured least squares problems via rank-revealing decompositions. SIAM J. Matrix Anal. Appl. 34, 1112–1128 (2013)MathSciNetCrossRefMATH
5.
Zurück zum Zitat Dailey, M., Dopico, F.M., Ye, Q.: A new perturbation bound for the LDU factorization of diagonally dominant matrices. SIAM J. Matrix Anal. Appl. 35, 904–930 (2014)MathSciNetCrossRefMATH Dailey, M., Dopico, F.M., Ye, Q.: A new perturbation bound for the LDU factorization of diagonally dominant matrices. SIAM J. Matrix Anal. Appl. 35, 904–930 (2014)MathSciNetCrossRefMATH
6.
Zurück zum Zitat Delgado, J., Peña, J.M.: Accurate computations with collocation matrices of q-Bernstein polynomials. SIAM J. Matrix Anal. Appl. 36, 880–893 (2015)MathSciNetCrossRefMATH Delgado, J., Peña, J.M.: Accurate computations with collocation matrices of q-Bernstein polynomials. SIAM J. Matrix Anal. Appl. 36, 880–893 (2015)MathSciNetCrossRefMATH
7.
8.
Zurück zum Zitat Demmel, J., Gragg, W.: On computing accurate singular values and eigenvalues of acyclic matrices. Linear Algebra Appl. 185, 203–218 (1993)MathSciNetCrossRefMATH Demmel, J., Gragg, W.: On computing accurate singular values and eigenvalues of acyclic matrices. Linear Algebra Appl. 185, 203–218 (1993)MathSciNetCrossRefMATH
9.
Zurück zum Zitat Demmel, J., Gu, M., Eisenstat, S., Slapničar, I., Veselić, K., Drmač, Z.: Computing the singular value decomposition with high relative accuracy. Linear Algebra Appl. 299, 21–80 (1999)MathSciNetCrossRefMATH Demmel, J., Gu, M., Eisenstat, S., Slapničar, I., Veselić, K., Drmač, Z.: Computing the singular value decomposition with high relative accuracy. Linear Algebra Appl. 299, 21–80 (1999)MathSciNetCrossRefMATH
10.
11.
12.
13.
Zurück zum Zitat Dopico, F.M., Koev, P., Molera, J.M.: Implicit standard Jacobi Givens high relative accuracy. Numer. Math. 113, 519–553 (2009)MathSciNetCrossRefMATH Dopico, F.M., Koev, P., Molera, J.M.: Implicit standard Jacobi Givens high relative accuracy. Numer. Math. 113, 519–553 (2009)MathSciNetCrossRefMATH
14.
Zurück zum Zitat Fallat, S.M., Johnson, C.R.: Totally nonnegative matrices. Princeton University Press, Princeton (2011)CrossRefMATH Fallat, S.M., Johnson, C.R.: Totally nonnegative matrices. Princeton University Press, Princeton (2011)CrossRefMATH
15.
Zurück zum Zitat Gasca, M., Peña, J.M.: Totally positivity, QR factorization and Neville elimination. SIAM J. Matrix Anal. Appl. 14, 1132–1140 (1993)MathSciNetCrossRefMATH Gasca, M., Peña, J.M.: Totally positivity, QR factorization and Neville elimination. SIAM J. Matrix Anal. Appl. 14, 1132–1140 (1993)MathSciNetCrossRefMATH
16.
Zurück zum Zitat Gasca, M., Peña, J.M.: A matricial description of Neville elimination with applications to total positivity. Linear Algebra Appl. 202, 33–35 (1994)MathSciNetCrossRefMATH Gasca, M., Peña, J.M.: A matricial description of Neville elimination with applications to total positivity. Linear Algebra Appl. 202, 33–35 (1994)MathSciNetCrossRefMATH
17.
Zurück zum Zitat Gasca, M., Peña, J.M.: On factorizations of totally positive matrices. In: Total Positivity and its Applications. Kluwer Academic Publishers, Dordrecht (1996) Gasca, M., Peña, J.M.: On factorizations of totally positive matrices. In: Total Positivity and its Applications. Kluwer Academic Publishers, Dordrecht (1996)
18.
Zurück zum Zitat Huang, R.: A test and bidiagonal factorization for certain sign regular matrices. Linear Algebra Appl. 438, 1240–1251 (2013)MathSciNetCrossRefMATH Huang, R.: A test and bidiagonal factorization for certain sign regular matrices. Linear Algebra Appl. 438, 1240–1251 (2013)MathSciNetCrossRefMATH
20.
Zurück zum Zitat Huang, R., Chu, D.: Relative perturbation analysis for eigenvalues and singular values of totally nonpositive matrices. SIAM J. Matrix Anal. Appl. 36, 476–495 (2015)MathSciNetCrossRefMATH Huang, R., Chu, D.: Relative perturbation analysis for eigenvalues and singular values of totally nonpositive matrices. SIAM J. Matrix Anal. Appl. 36, 476–495 (2015)MathSciNetCrossRefMATH
21.
Zurück zum Zitat Huang, R., Liu, J.Z.: On Schur complements of sign regular matrices of order \(k\). Linear Algebra Appl. 433, 143–148 (2010)MathSciNetCrossRefMATH Huang, R., Liu, J.Z.: On Schur complements of sign regular matrices of order \(k\). Linear Algebra Appl. 433, 143–148 (2010)MathSciNetCrossRefMATH
22.
Zurück zum Zitat Karlin, S.: Total Positivity. Stanford University Press, Stanford (1968)MATH Karlin, S.: Total Positivity. Stanford University Press, Stanford (1968)MATH
23.
24.
Zurück zum Zitat Peláez, M.J., Moro, J.: Accurate factorization and eigenvalues algorithms for symmetric DSTU and TSC matrices. SIAM J. Matrix Anal. Appl. 28, 1173–1198 (2006)MathSciNetCrossRefMATH Peláez, M.J., Moro, J.: Accurate factorization and eigenvalues algorithms for symmetric DSTU and TSC matrices. SIAM J. Matrix Anal. Appl. 28, 1173–1198 (2006)MathSciNetCrossRefMATH
25.
Zurück zum Zitat Peña, J.M.: Shape Preserving Representations in Computer-Aided Geometric Design. Nova Science Publishers, Commack, New York (1999)MATH Peña, J.M.: Shape Preserving Representations in Computer-Aided Geometric Design. Nova Science Publishers, Commack, New York (1999)MATH
27.
Zurück zum Zitat Vandebril, R., Barel, M.V., Mastronardi, N.: Matrix Computations and Simiseparable Matrices. Vol. II: Eigenvalue and Singular Value Methods. Johns Hopkins University Press, Baltimore (2008)MATH Vandebril, R., Barel, M.V., Mastronardi, N.: Matrix Computations and Simiseparable Matrices. Vol. II: Eigenvalue and Singular Value Methods. Johns Hopkins University Press, Baltimore (2008)MATH
28.
29.
Zurück zum Zitat Ye, Q.: Computing singular values of diagonally dominant matrices to high relative accuracy. Math. Comput. 77, 2195–2230 (2008)MathSciNetCrossRefMATH Ye, Q.: Computing singular values of diagonally dominant matrices to high relative accuracy. Math. Comput. 77, 2195–2230 (2008)MathSciNetCrossRefMATH
Metadaten
Titel
Computing Singular Value Decompositions of Parameterized Matrices with Total Nonpositivity to High Relative Accuracy
verfasst von
Rong Huang
Delin Chu
Publikationsdatum
08.11.2016
Verlag
Springer US
Erschienen in
Journal of Scientific Computing / Ausgabe 2/2017
Print ISSN: 0885-7474
Elektronische ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-016-0315-5

Weitere Artikel der Ausgabe 2/2017

Journal of Scientific Computing 2/2017 Zur Ausgabe