An application of the Kato-Temple inequality on matrix eigenvalues to the dqds algorithm for singular values
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概要
- 論文の詳細を見る
Choice of suitable shifts strongly influences performance of numerical algorithms with shift for computing matrix eigenvalues or singular values. On the dqds (differential quotient difference with shifts) algorithm for singular values, a new shift strategy is proposed in this paper. The new shift strategy includes shifts obtained from an application of the Kato-Temple inequality on matrix eigenvalues. The dqds algorithm with the new shift strategy is shown to have a better performance in iteration number than that of the subroutine DLASQ in LAPACK.
- The Japan Society for Industrial and Applied Mathematicsの論文
著者
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Nakamura Yoshimasa
Graduate School Of Agriculture Kyoto University
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Takata Masami
Academic Group of Information and Computer Sciences, Nara Women's University
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Kimura Kinji
Graduate School of Informatics, Kyoto University
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Yamashita Takumi
Graduate School of Informatics, Kyoto University
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