Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Numerical Verification for Each Eigenpair of Symmetric Matrix(Theory,Quality of Computation,<Special Issue> "Joint Symposium of JSIAM Activity Groups 2006")
Shinya MiyajimaTakeshi OgitaShin'ichi Oishi
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2006 Volume 16 Issue 4 Pages 535-552

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Abstract
A fast method for enclosing each eigenpairs of real symmetric matrix is proposed. First, error bounds of all approximate eigenvectors are proposed. The proposed method is constructed by combining these bounds and the fast method for enclosing each eigenvalue previously developed by the authors. Utilizing intermediate results in the previous method, computational cost for enclosing each eigenvector become almost negligible. Numerical results are presented showing the efficiency of the proposed method. As an application of the proposed method, an efficient method of bounding each pair of singular value and singular vector of a real matrix is sketched.
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© 2006 The Japan Society for Industrial and Applied Mathematics
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