Search Results for author: Vladimir Rokhlin

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A Provably Componentwise Backward Stable $O(n^2)$ QR Algorithm for the Diagonalization of Colleague Matrices

no code implementations24 Feb 2021 Kirill Serkh, Vladimir Rokhlin

In this manuscript, we describe an $O(n^2)$ explicit structured QR algorithm for colleague matrices and prove that it is componentwise backward stable, in the sense that the backward error in the colleague matrix can be represented as relative perturbations to its components.

Numerical Analysis Numerical Analysis

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