cAccurate eigenvalues and SVDs of totally nonnegative matrices

被引:111
|
作者
Koev, P [1 ]
机构
[1] MIT, Dept Math, Cambridge, MA 02139 USA
关键词
eigenvalue; singular value; high relative accuracy; totally positive matrix; totally nonnegative matrix; oscillatory matrix; sign regular matrix; bidiagonal matrix;
D O I
10.1137/S0895479803438225
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the class of totally nonnegative ( TN) matrices - matrices all of whose minors are nonnegative. Any nonsingular TN matrix factors as a product of nonnegative bidiagonal matrices. The entries of the bidiagonal factors parameterize the set of nonsingular TN matrices. We present new O( n(3)) algorithms that, given the bidiagonal factors of a nonsingular TN matrix, compute its eigenvalues and SVD to high relative accuracy in floating point arithmetic, independent of the conventional condition number. All eigenvalues are guaranteed to be computed to high relative accuracy despite arbitrary nonnormality in the TN matrix. We prove that the entries of the bidiagonal factors of a TN matrix determine its eigenvalues and SVD to high relative accuracy. We establish necessary and sufficient conditions for computing the entries of the bidiagonal factors of a TN matrix to high relative accuracy, given the matrix entries. In particular, our algorithms compute all eigenvalues and the SVD of TN Cauchy, Vandermonde, Cauchy - Vandermonde, and generalized Vandermonde matrices to high relative accuracy.
引用
收藏
页码:1 / 23
页数:23
相关论文
共 50 条
  • [1] REFINEMENTS ON THE INTERLACING OF EIGENVALUES OF CERTAIN TOTALLY NONNEGATIVE MATRICES
    Fallat, Shaun M.
    Woerdeman, Hugo J.
    [J]. OPERATORS AND MATRICES, 2007, 1 (02): : 271 - 281
  • [2] A finite-step construction of totally nonnegative matrices with specified eigenvalues
    Akaiwa, Kanae
    Nakamura, Yoshimasa
    Iwasaki, Masashi
    Tsutsumi, Hisayoshi
    Kondo, Koichi
    [J]. NUMERICAL ALGORITHMS, 2015, 70 (03) : 469 - 484
  • [3] A finite-step construction of totally nonnegative matrices with specified eigenvalues
    Kanae Akaiwa
    Yoshimasa Nakamura
    Masashi Iwasaki
    Hisayoshi Tsutsumi
    Koichi Kondo
    [J]. Numerical Algorithms, 2015, 70 : 469 - 484
  • [5] An arbitrary band structure construction of totally nonnegative matrices with prescribed eigenvalues
    Kanae Akaiwa
    Yoshimasa Nakamura
    Masashi Iwasaki
    Akira Yoshida
    Koichi Kondo
    [J]. Numerical Algorithms, 2017, 75 : 1079 - 1101
  • [6] Accurate eigenvalues and exact zero Jordan blocks of totally nonnegative matrices
    Plamen Koev
    [J]. Numerische Mathematik, 2019, 141 : 693 - 713
  • [7] An arbitrary band structure construction of totally nonnegative matrices with prescribed eigenvalues
    Akaiwa, Kanae
    Nakamura, Yoshimasa
    Iwasaki, Masashi
    Yoshida, Akira
    Kondo, Koichi
    [J]. NUMERICAL ALGORITHMS, 2017, 75 (04) : 1079 - 1101
  • [8] Eigenvalues of nonnegative matrices
    Guo, WW
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1997, 266 : 261 - 270
  • [9] TOTALLY NONNEGATIVE MOMENT MATRICES
    HEILIGERS, B
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1994, 199 : 213 - 227
  • [10] Intervals of totally nonnegative matrices
    Adm, Mohammad
    Garloff, Juergen
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2013, 439 (12) : 3796 - 3806