Improving the accuracy of computed matrix eigenvalues
A computational method is described for improving the accuracy of a given eigenvalue and its associated eigenvector, arrived at through a computation in a lower precision. The method to be described will increase the accuracy of the pair and do so at a relatively low cost. The technique used is similar to iterative refinement for the solution of a linear system; that is, through the factorization from the low-precision computation, an iterative algorithm is applied to increase the accuracy of the eigenpair. Extended precision arithmetic is used at critical points in the algorithm. The iterative algorithm requires O(n/sup 2/) operations for each iteration.
- Research Organization:
- Argonne National Lab., IL (USA); Argonne National Laboratory (ANL), Argonne, IL (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 5047973
- Report Number(s):
- ANL-80-84
- Country of Publication:
- United States
- Language:
- English
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