Hongyuan Zha and Zhenyue Zhang. Fast parallelizable methods for the Hermitian eigenvalue problem. Technical Report CSE-96-041, Department of Computer Science and Engineering, Pennsylvania State University, University Park, PA, May 1996. 19 pp.  Home/Search Document Not in Database Summary Related Articles Check |
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Notes on Accuracy and Stability of Algorithms in Numerical Linear .. - Higham (1998) (Correct)
....UH , where U has orthonormal columns and H is symmetric positive semidefinite. The polar decomposition has various applications [31] and can be computed using the Newton iteration X k 1 = 2X k (I X k X k ) X 0 = A; 4.1) whose iterates converge to U quadratically. By adapting an idea from [51], For square matrices, iteration (4.1) is related to the iteration Y k 1 = Y k Y k ) 2, Y 0 = A, by Y k = X k . Iteration (4.1) is the more expensive but has the advantage that it applies to rectangular matrices. 17 we can use QR factorization to avoid the explicit matrix inverse. ....
Hongyuan Zha and Zhenyue Zhang. Fast parallelizable methods for the Hermitian eigenvalue problem. Technical Report CSE-96-041, Department of Computer Science and Engineering, Pennsylvania State University, University Park, PA, May 1996. 19 pp.
Notes on Accuracy and Stability of Algorithms in Numerical Linear .. - Higham (1998) (Correct)
....U has orthonormal columns and H is symmetric positive semidefinite. The polar decomposition has various applications [31] and can be computed using the Newton iteration 1 X k 1 = 2X k (I X T k X k ) Gamma1 ; X 0 = A; 4.1) whose iterates converge to U quadratically. By adapting an idea from [51], 1 For square matrices, iteration (4.1) is related to the iteration Y k 1 = Y k Y GammaT k ) 2, Y 0 = A, by Y k = X GammaT k . Iteration (4.1) is the more expensive but has the advantage that it applies to rectangular matrices. 18 QR Factorization and Constrained Least Squares ....
Hongyuan Zha and Zhenyue Zhang. Fast parallelizable methods for the Hermitian eigenvalue problem. Technical Report CSE-96-041, Department of Computer Science and Engineering, Pennsylvania State University, University Park, PA, May 1996. 19 pp.
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