Abstract
In this paper, we present an efficient algorithm for the certification of numeric solutions to eigenproblems. The algorithm relies on a mixture of ball arithmetic, a suitable Newton iteration, and clustering of eigenvalues that are close.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Alefeld, G., Herzberger, J.: Introduction to Interval Analysis. Academic Press, New York (1983)
Armentano, D., Beltrán, C., Bürgisser, P., Cucker, F., Shub, M.: A stable, polynomial-time algorithm for the eigenpair problem. Technical report, arXiv (2014). http://arxiv.org/abs/1505.03290
Blum, L., Cucker, F., Shub, M., Smale, S.: Complexity and Real Computation. Springer, New York (1998). https://doi.org/10.1007/978-1-4612-0701-6
Dongarra, J.J., Moler, C.B., Wilkinson, J.H.: Improving the accuracy of computed eigenvalues and eigenvectors. SIAM J. Numer. Anal. 20(1), 23–45 (1983)
Le Gall, F.: Powers of tensors and fast matrix multiplication. In: Proceedings of ISSAC 2014, Kobe, Japan, pp. 296–303, 23–25 July 2014
Golub, G.H., Van Loan, F.: Matrix Computations. JHU Press, Baltimore (1996)
Graillat, S., Trébuchet, P.: A new algorithm for computing certified numerical approximations of the roots of a zero-dimensional system. In: Proceedings of ISSAC 2009, pp. 167–174. ACM Press (2009)
Harvey, D.: Faster truncated integer multiplication (2017). https://arxiv.org/abs/1703.00640
Harvey, D., van der Hoeven, J.: On the complexity of integer matrix multiplication. Technical report, HAL (2014, accepted for publication in JSC). http://hal.archives-ouvertes.fr/hal-01071191
Harvey, D., van der Hoeven, J., Lecerf, G.: Even faster integer multiplication. J. Complex. 36, 1–30 (2016)
van der Hoeven, J.: Ball arithmetic. Technical report, HAL (2009). http://hal.archives-ouvertes.fr/hal-00432152
van der Hoeven, J., Lecerf, G., Mourrain, B., et al.: Mathemagix (2002). http://www.mathemagix.org
Jaulin, L., Kieffer, M., Didrit, O., Walter, E.: Applied Interval Analysis. Springer, London (2001). https://doi.org/10.1007/978-1-4471-0249-6
Johansson, F.: Arb: a C library for ball arithmetic. ACM Commun. Comput. Algebra 47(3/4), 166–169 (2014)
Kulisch, U.W.: Computer Arithmetic and Validity: Theory, Implementation, and Applications. Studies in Mathematics, vol. 33. de Gruyter, Berlin (2008)
Miyajima, S.: Fast enclosure for all eigenvalues in generalized eigenvalue problems. J. Comput. Appl. Math. 233(11), 2994–3004 (2010)
Moore, R.E.: Interval Analysis. Prentice Hall, Englewood Cliffs (1966)
Neumaier, A.: Interval Methods for Systems of Equations. Cambridge University Press, Cambridge (1990)
Rump, S., Graillat, S.: Verified error bounds for multiple roots of systems of nonlinear equations. Numer. Algorithms 54, 359–377 (2010)
Rump, S.M.: Guaranteed inclusions for the complex generalized eigenproblem. Computing 42(2), 225–238 (1989)
Rump, S.M.: INTLAB - INTerval LABoratory. In: Csendes, T. (ed.) Developments in Reliable Computing, pp. 77–104. Kluwer Academic Publishers, Dordrecht (1999). http://www.ti3.tu-harburg.de/rump/
Rump, S.M.: Computational error bounds for multiple or nearly multiple eigenvalues. Linear Algebra Appl. 324(1–3), 209–226 (2001)
Yamamoto, T.: Error bounds for computed eigenvalues and eigenvectors. Numerische Mathematik 34(2), 189–199 (1980)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this paper
Cite this paper
van der Hoeven, J., Mourrain, B. (2017). Efficient Certification of Numeric Solutions to Eigenproblems. In: Blömer, J., Kotsireas, I., Kutsia, T., Simos, D. (eds) Mathematical Aspects of Computer and Information Sciences. MACIS 2017. Lecture Notes in Computer Science(), vol 10693. Springer, Cham. https://doi.org/10.1007/978-3-319-72453-9_6
Download citation
DOI: https://doi.org/10.1007/978-3-319-72453-9_6
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-72452-2
Online ISBN: 978-3-319-72453-9
eBook Packages: Computer ScienceComputer Science (R0)