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Fast Verification for Respective Eigenvalues of Symmetric Matrix

机译:快速验证对称矩阵的各个特征值

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摘要

A fast verification algorithm of calculating guaranteed error bounds for all approximate eigenvalues of a real symmetric matrix is proposed. In the proposed algorithm, Rump's and Wilkinson's bounds are combined. By introducing Wilkinson's bound, it is possible to improve the error bound obtained by the verification algorithm based on Rump's bound with a small additional cost. Finally, this paper includes some numerical examples to show the efficiency of the proposed algorithm.
机译:提出了一种计算对称对称矩阵所有近似特征值的保证误差范围的快速验证算法。在提出的算法中,结合了Rump和Wilkinson的边界。通过引入威尔金森(Wilkinson)界,可以以较小的额外成本改进基于Rump界的验证算法所获得的错误界。最后,本文包括一些数值示例来说明所提算法的有效性。

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