Algorithms for computing matrix functions are typically tested by comparing the forward error with the product of the condition number and the unit roundoff. The forward error is computed with the aid of a reference solution, typically computed at high precision. An alternative approach is to use functional identities such as the ``round trip tests'' $e^{\log A} = A$ and $(A^{1/p})^p = A$, as are currently employed in a SciPy test module. We show how a linearized perturbation analysis for a functional identity allows the determination of a maximum residual consistent with backward stability of the constituent matrix function evaluations. Comparison of this maximum residual with a computed residual provides a necessary test for backward stab...
Because of the special structure of the equations AX-XB=C the usual relation for linear equations "b...
The most popular method for computing the matrix logarithm is the inverse scaling and squaring metho...
Because of the special structure of the equations $AX-XB=C$ the usual relation for linear equations...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
This paper uses a forward and backward error analysis to try to identify some classes of matrices fo...
AbstractPerturbation expansions and new perturbation bounds for the matrix sign function are derived...
The need to evaluate a function f(A) ∈ Cn×n of a matrix A ∈ Cn×n arises in a wide and growing numbe...
AbstractWe show that backward errors and pseudospectra combined together are useful tools to assess ...
Numerical tests are used to validate a practical estimate for the optimal backward errors of linear...
The need to evaluate a function $f(A)\in\mathbb{C}^{n \times n}$ of a matrix $A\in\mathbb{C}^{n \tim...
AbstractA useful matrix identity is verified. The identity is, among other things, applicable to the...
A standard approach to calculate the roots of a univariate polynomial is to compute the eigenvalues ...
AbstractThe classical condition number is a very rough measure of the effect of perturbations on the...
Because of the special structure of the equations AX-XB=C the usual relation for linear equations "b...
The most popular method for computing the matrix logarithm is the inverse scaling and squaring metho...
Because of the special structure of the equations $AX-XB=C$ the usual relation for linear equations...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
Algorithms for computing matrix functions are typically tested by comparing the forward error with t...
This paper uses a forward and backward error analysis to try to identify some classes of matrices fo...
AbstractPerturbation expansions and new perturbation bounds for the matrix sign function are derived...
The need to evaluate a function f(A) ∈ Cn×n of a matrix A ∈ Cn×n arises in a wide and growing numbe...
AbstractWe show that backward errors and pseudospectra combined together are useful tools to assess ...
Numerical tests are used to validate a practical estimate for the optimal backward errors of linear...
The need to evaluate a function $f(A)\in\mathbb{C}^{n \times n}$ of a matrix $A\in\mathbb{C}^{n \tim...
AbstractA useful matrix identity is verified. The identity is, among other things, applicable to the...
A standard approach to calculate the roots of a univariate polynomial is to compute the eigenvalues ...
AbstractThe classical condition number is a very rough measure of the effect of perturbations on the...
Because of the special structure of the equations AX-XB=C the usual relation for linear equations "b...
The most popular method for computing the matrix logarithm is the inverse scaling and squaring metho...
Because of the special structure of the equations $AX-XB=C$ the usual relation for linear equations...