Exploiting Mixed Precision for Computing Eigenvalues of Symmetric Matrices and Singular Values |
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| Authors: | Volker Drygalla |
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| Institution: | Martin–Luther–Universität Halle–Wittenberg, Institut für Mathematik, D–06099 Halle (Saale), Germany |
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| Abstract: | The use of higher precision preconditioning for the symmetric eigenvalue problem and the singular value problem of general non–structured non–graded matrices are discussed. The matrix Q from the QR–decomposition as a preconditioner, applied to A with higher precision, in combination with Jacobi's method seems to allow the computation of all eigenvalues of symmetric positive definite matrices rsp. all singular values of general matrices to nearly full accuracy. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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