The Bidiagonal Singular Value Decomposition and Hamiltonian Mechanics (Classic Reprint) - Couverture souple

Deift, Percy

 
9781334196904: The Bidiagonal Singular Value Decomposition and Hamiltonian Mechanics (Classic Reprint)

Synopsis

Understanding how precision and structure shape fast, reliable SVD computations This book explains how focusing on bidiagonal matrices yields much higher accuracy in singular value computations and how a Hamiltonian flow underpins a stable algorithm.

The work frames a practical problem: computing singular values and vectors with high relative accuracy, even when data are imperfect. It connects theory to algorithm design, showing how a zero-shift QR approach and careful stopping criteria preserve essential structure and minimize error growth. Readers will see how mathematical insights translate into robust numerical methods with real-world impact.


  • How relative, not absolute, perturbations affect singular values and vectors in bidiagonal matrices

  • How a Hamiltonian differential equation helps analyze and bound rounding errors

  • How a hybrid QR algorithm achieves high accuracy while staying fast

  • How to interpret algorithm behavior through a structured, tree-based error analysis



Ideal for readers of technical math and numerical analysis, this edition is a practical guide to understanding the limits and capabilities of modern SVD algorithms. It is especially relevant for anyone applying eigenvalue or singular value methods to large or delicate problems.

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Autres éditions populaires du même titre

9780331658569: The Bidiagonal Singular Value Decomposition and Hamiltonian Mechanics (Classic Reprint)

Edition présentée

ISBN 10 :  0331658569 ISBN 13 :  9780331658569
Editeur : Forgotten Books, 2018
Couverture rigide