Jacobi's Method Is More Accurate Than Qr - Softcover

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9781334268533: Jacobi's Method Is More Accurate Than Qr

Synopsis

This book explores the effectiveness of Jacobi and QR methods in calculating eigenvalues and singular values. The author demonstrates that Jacobi methods yield higher accuracy than QR, and can attain optimal accuracy when componentwise relative uncertainties in the matrix entries are small. The book begins by introducing perturbation theory for eigenvalues and singular values, providing new insights into the sensitivity of these quantities to matrix perturbations. It then analyzes two-sided Jacobi for the symmetric positive definite eigenproblem, proving that it computes eigenvalues with near-optimal accuracy. The author also discusses one-sided Jacobi for the singular value decomposition, showing that it achieves similar accuracy. The book's significance lies in its rigorous mathematical analysis of Jacobi methods, providing a theoretical foundation for their effectiveness in practical computations. By clarifying the conditions under which Jacobi methods attain high accuracy, this book empowers researchers and practitioners to make informed choices when solving eigenvalue and singular value problems.

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