Original scientific paper
An accurate SVD algorithm for 2 by 2 triangular matrices
Josip Matejaš
; aculty of Economics and Business,University of Zagreb, Zagreb, Croatia
Abstract
Using a fine accuracy analysis and the results from
\cite{har-mat-09}, a new accurate algorithm for computing the
singular value decomposition of 2 by 2 triangular matrices is
constructed. It is obtained by combining the new algorithm which is
derived in \cite{har-mat-09} and the algorithm which is coded as an
xLASV2 computational routine of LAPACK. Relative error bounds
for the output data of the hybrid algorithm are equal to or smaller
than the same bounds for any of these two algorithms.
Keywords
triangular matrix of order two; SVD algorithm; error analysis; accuracy
Hrčak ID:
53237
URI
Publication date:
10.6.2010.
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