Accurate eigenvalues and exact zero Jordan blocks of totally nonnegative matrices

被引:5
|
作者
Koev, Plamen [1 ]
机构
[1] San Jose State Univ, Dept Math, San Jose, CA 95192 USA
关键词
65F15; 15A18;
D O I
10.1007/s00211-019-01022-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a new algorithm which, given a bidiagonal decomposition of a totally nonnegative matrix, computes all its eigenvalues to high relative accuracy in floating point arithmetic in O(n3) time. It also computes exactly the Jordan blocks corresponding to zero eigenvalues in up to O(n4) time.
引用
收藏
页码:693 / 713
页数:21
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