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
  • [41] NONPOSITIVE EIGENVALUES OF HOLLOW, SYMMETRIC, NONNEGATIVE MATRICES
    Charles, Zachary B.
    Farber, Miriam
    Johnson, Charles R.
    Kennedy-Shaffer, Lee
    [J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2013, 34 (03) : 1384 - 1400
  • [42] Bidiagonal factorization of totally nonnegative rectangular matrices
    Gasso, Maite
    Torregrosa, Juan R.
    [J]. POSITIVE SYSTEMS, PROCEEDINGS, 2006, 341 : 33 - 40
  • [43] Totally nonnegative (0,1)-matrices
    Brualdi, Richard A.
    Kirkland, Steve
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2010, 432 (07) : 1650 - 1662
  • [44] Functional inequalities for max eigenvalues of nonnegative matrices
    Elsner, Ludwig
    Hershkowitz, Daniel
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2007, 426 (2-3) : 290 - 298
  • [45] On nonnegative matrices with prescribed eigenvalues and diagonal entries
    Alfaro, Jaime H.
    Pasten, Germain
    Soto, Ricardo L.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2018, 556 : 400 - 420
  • [46] RELAXING THE NONSINGULARITY ASSUMPTION FOR INTERVALS OF TOTALLY NONNEGATIVE MATRICES
    Adm, Mohammad
    Al Muhtaseb, Khawla
    Ghani, Ayed Abedel
    Garloff, Jurgen
    [J]. ELECTRONIC JOURNAL OF LINEAR ALGEBRA, 2020, 36 : 106 - 123
  • [47] CONVERGENCE ACCELERATION OF SHIFTEDLRTRANSFORMATIONS FOR TOTALLY NONNEGATIVE HESSENBERG MATRICES
    Fukuda, Akiko
    Yamamoto, Yusaku
    Iwasaki, Masashi
    Ishiwata, Emiko
    Nakamura, Yoshimasa
    [J]. APPLICATIONS OF MATHEMATICS, 2020, 65 (05) : 677 - 702
  • [48] Irreducible totally nonnegative matrices with a prescribed Jordan structure
    Canto, Begona
    Canto, Rafael
    Urbano, Ana M.
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2021, 609 : 129 - 151
  • [49] An algorithm for constructing nonnegative matrices with prescribed real eigenvalues
    Lin, Matthew M.
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2015, 256 : 582 - 590
  • [50] An interlacing property of eigenvalues of strictly totally positive matrices
    Pinkus, A
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 1998, 279 (1-3) : 201 - 206