日本応用数理学会論文誌
Online ISSN : 2424-0982
ISSN-L : 0917-2246
実対称行列の各固有対に対する精度保証付き数値計算法(理論,計算の品質,<特集>平成18年研究部会連合発表会)
宮島 信也荻田 武史大石 進一
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ジャーナル フリー

2006 年 16 巻 4 号 p. 535-552

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抄録
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 一般社団法人 日本応用数理学会
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