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Accurate computations of matrices with bidiagonal decomposition using methods for totally positive matrices

Authors


Correspondence to: J. M. Peña, Dept. Matemática Aplicada/IUMA, Universidad de Zaragoza, Pedro Cerbuna, 12, Zaragoza, Spain.

E-mail: jmpena@unizar.es

SUMMARY

A class of sign-symmetric P-matrices including all nonsingular totally positive matrices and their inverses as well as tridiagonal nonsingular H-matrices is presented and analyzed. These matrices present a bidiagonal decomposition that can be used to obtain algorithms to compute with high relative accuracy their singular values, eigenvalues, inverses, or their LDU factorization. Copyright © 2012 John Wiley & Sons, Ltd.

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