Rounding error and perturbation bounds for the symplectic QR factorization

S Singer, S Singer - Linear algebra and its applications, 2003 - Elsevier
Linear algebra and its applications, 2003Elsevier
To compute the eigenvalues of a skew-symmetric matrix A, we can use a one-sided Jacobi-
like algorithm to enhance accuracy. This algorithm begins by a suitable Cholesky-like
factorization of A, A= GT JG. In some applications, A is given implicitly in that form and its
natural Cholesky-like factor G is immediately available, but “tall”, ie, not of full row rank. This
factor G is unsuitable for the Jacobi-like process. To avoid explicit computation of A, and
possible loss of accuracy, the factor has to be preprocessed by a QR-like factorization. In this …
To compute the eigenvalues of a skew-symmetric matrix A, we can use a one-sided Jacobi-like algorithm to enhance accuracy. This algorithm begins by a suitable Cholesky-like factorization of A, A=G T JG . In some applications, A is given implicitly in that form and its natural Cholesky-like factor G is immediately available, but “tall”, i.e., not of full row rank. This factor G is unsuitable for the Jacobi-like process. To avoid explicit computation of A, and possible loss of accuracy, the factor has to be preprocessed by a QR-like factorization. In this paper we present the symplectic QR algorithm to achieve such a factorization, together with the corresponding rounding error and perturbation bounds. These bounds fit well into the relative perturbation theory for skew-symmetric matrices given in factorized form.
Elsevier
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