Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices
When eigenvalues of symmetric matrices and singular values of general matrices are computed in finite-precision arithmetic, it is generally expected that they will be computed with an error bound proportional to the product of machine precision and the norm of the matrix. In particular, tiny eigenvalues and singular values are …