Verification algorithms for generalized singular values

Citation
G. Alefeld et al., Verification algorithms for generalized singular values, MATH NACHR, 208, 1999, pp. 5-29
Citations number
21
Categorie Soggetti
Mathematics
Journal title
MATHEMATISCHE NACHRICHTEN
ISSN journal
0025584X → ACNP
Volume
208
Year of publication
1999
Pages
5 - 29
Database
ISI
SICI code
0025-584X(1999)208:<5:VAFGSV>2.0.ZU;2-4
Abstract
By means of interval arithmetic tools we present new algorithms for verifyi ng and enclosing generalized singular values and corresponding vectors for a matrix-pair (A, B) is an element of R-pxn x R-qxn. To this end, we state and prove a fundamental theorem in interval analysis which shows a way how enclosures can be constructed if approximations are known. Furthermore, we perform a careful comparison of the new method with those introduced in [11 ].