Accurate Singular Value Decompositions of Structured Matrices
暂无分享,去创建一个
We present new O(n3) algorithms to compute very accurate singular value decompositions of Cauchy matrices, Vandermonde matrices, and related "unit-displacement-rank" matrices. These algorithms compute all the singular values with guaranteed relative accuracy, independent of their dynamic range. In contrast, previous O(n3) algorithms can potentially lose all relative accuracy in the tiniest singular values.