High-relative-accuracy computations with Kac-Murdock-Szegö matrices and their generalizations

Delgado, Jorge (Universidad de Zaragoza) ; Peña, J. M. (Universidad de Zaragoza)

Resumen: A linear-time-complexity method to obtain the bidiagonal decomposition of a generalized Kac-Murdock-Szegö matrix is presented. For convenient values of the parameters, it can be obtained with high relative accuracy and it can be also used to compute all eigenvalues, all singular values, the inverse and the solution of some linear systems of equations with high relative accuracy.

Idioma: Inglés

DOI: 10.1007/s40314-025-03137-7

Año: 2025

Publicado en: COMPUTATIONAL & APPLIED MATHEMATICS 44, 188 (2025), [12 pp.]
ISSN: 2238-3603

Financiación: info:eu-repo/grantAgreement/ES/DGA/E41-23R
Financiación: info:eu-repo/grantAgreement/ES/MCIU/PID2022-138569NB-I00
Financiación: info:eu-repo/grantAgreement/ES/MCIU/RED2022-134176-T

Tipo y forma: Article (Published version)

Área (Departamento): Área Matemática Aplicada (Dpto. Matemática Aplicada)