Mathematics and computers in simulation, ( ISI ), Volume (30), No (1), Year (1988-8) , Pages (493-504)

Title : ( Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix )

Authors: Faezeh Toutounian Mashhad ,

Citation: BibTeX | EndNote

The results of the Householder and QL algorithms for determining the eigenelements of a symmetric matrix,provided by a computer, always contain the errors resulting from floating-point arithmetic round-off error propagation. The Permutation-Perturbation method is a very efficient practical method for evaluating these errors and consequently for estimating the exact significant figures of the eigenelements. But, in the cases of: eigenvalues very close to zero, eigenvalues of widely varying range, and multiple eigenvalues, the Permutation- Perturbation method is not complete. In this paper we propose an algorithm which is able to complete this method.

Keywords

QL algoritm; Error propagation; CESTAC method; Stochastic arithmetic; CADNA
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@article{paperid:1054464,
author = {Toutounian Mashhad, Faezeh},
title = {Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix},
journal = {Mathematics and computers in simulation},
year = {1988},
volume = {30},
number = {1},
month = {August},
issn = {0378-4754},
pages = {493--504},
numpages = {11},
keywords = {QL algoritm; Error propagation; CESTAC method; Stochastic arithmetic; CADNA library},
}

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%0 Journal Article
%T Practical methods for evaluating the accuracy of the eigenelements of a symmetric matrix
%A Toutounian Mashhad, Faezeh
%J Mathematics and computers in simulation
%@ 0378-4754
%D 1988

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