ON COMPUTING ACCURATE SINGULAR-VALUES AND EIGENVALUES OF MATRICES WITH ACYCLIC GRAPHS

Authors
Citation
Jw. Demmel et W. Gragg, ON COMPUTING ACCURATE SINGULAR-VALUES AND EIGENVALUES OF MATRICES WITH ACYCLIC GRAPHS, Linear algebra and its applications, 185, 1993, pp. 203-217
Citations number
22
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00243795
Volume
185
Year of publication
1993
Pages
203 - 217
Database
ISI
SICI code
0024-3795(1993)185:<203:OCASAE>2.0.ZU;2-E
Abstract
It is known that small relative perturbations in the entries of a bidi agonal matrix only cause small relative perturbations in its singular values, independent of the values of the matrix entries. In this paper we show that a matrix has this property if and only if its associated bipartite graph is acyclic. We also show how to compute the singular values of such a matrix to high relative accuracy. The same algorithm can compute eigenvalues of symmetric matrices with acyclic graphs with tiny componentwise relative backward error. This class includes tridi agonal matrices, arrow matrices, and exponentially many others.