Computing the Spectral Decomposition of Symmetric Matrices and the Singular Value Decomposition of Nonsymmetric Matrices with Guaranteed Accuracy
A. M. Matsekh1 and E. P. Shurina2
1Los Alamos National Laboratory, Los Alamos, USA E-mail: matsekh@lanl.gov
2Novosibirsk State Technical University, Novosibirsk, Russia
2Institute of Computational Technologies, SB RAS Novosibirsk, Russia, E-mail: shurina@online.sinor.ru
Pages: 159-169
Abstract
A new implementation of the Godunov-inverse iteration, that is, inverse iteration with guaranteed accuracy, is presented. A new implementation of the Cullum
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