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Alicja Smoktunowicz

Publications and source records attributed to Alicja Smoktunowicz.

12 recordsLinked to original sources

Numerical stability of the symplectic $LL^T$ factorization

In this paper we give the detailed error analysis of two algorithms $W_1$ and $W_2$ for computing the symplectic factorization of a symmetric positive definite and symplectic matrix $A \in \mathbb R^{2n \times 2n}$ in the form $A=LL^T$, where $L \in \mathbb R^{2n \times 2n}$ is a symplectic block lower triangular matrix. We prove that Algorithm $W_2$ is numerically stable for a broader class of symmetric positive definite matrices $A \in \mathbb R^{2n \times 2n}$. It means that Algorithm $W_2$ is producing the computed factors $\tilde L$ in floating-point arithmetic with machine precision $\mathcal{u}$ such that $||A-\tilde L {\tilde L}^T||_{2} = {\cal O}(\mathcal{u} ||{A}||_{2})$. On the other hand, Algorithm $W_1$ is unstable, in general, for symmetric positive definite and symplectic matrix $A$. In this paper we also give corresponding bounds for Algorithm $W_1$ that are weaker. We show that the factorization error depends on the condition number $κ_2(A_{11})$ of the principal submatrix $A_{11}$. Bounds for the loss of symplecticity of the lower block triangular matrices $L$ for both Algorithms $W_1$ and $W_2$ that hold in exact arithmetic for a broader class of symmetric positive definite matrices $A$ (but not necessarily symplectic) are also given. The tests performed in \textsl{MATLAB} illustrate that our error bounds for considered algorithms are reasonably sharp.

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On computing the symplectic $LL^T$ factorization

We analyze two algorithms for computing the symplectic $LL^T$ factorization $A=LL^T$ of a given symmetric positive definite symplectic matrix $A$. The first algorithm $W_1$ is an implementation of the $HH^T$ factorization from [Dopico et al., 2009], see Theorem 5.2. The second one, algorithm $W_2$ uses both Cholesky and Reverse Cholesky decompositions of symmetric positive definite matrices. We presents a comparison of these algorithms and illustrate their properties by numerical experiments in MATLAB. A particular emphasis is given on simplecticity properties of the computed matrices in floating-point arithmetic.

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On constructing orthogonal generalized doubly stochastic matrices

A real quadratic matrix is generalized doubly stochastic (g.d.s.) if all of its row sums and column sums equal one. We propose numerically stable methods for generating such matrices having possibly orthogonality property or/and satisfying Yang-Baxter equation (YBE). Additionally, an inverse eigenvalue problem for finding orthogonal generalized doubly stochastic matrices with prescribed eigenvalues is solved here. The tests performed in \textsl{MATLAB} illustrate our proposed algorithms and demonstrate their useful numerical properties.

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Set-theoretic solutions of the Yang-Baxter equation and new classes of R-matrices

We describe several methods of constructing R-matrices that are dependent upon many parameters, for example unitary R-matrices and R-matrices whose entries are functions. As an application, we construct examples of R-matrices with prescribed singular values. We characterise some classes of indecomposable set-theoretic solutions of the quantum Yang-Baxter equation (QYBE) and construct R-matrices related to such solutions. In particular, we establish a correspondence between one-generator braces and indecomposable, non-degenerate involutive set-theoretic solutions of the QYBE, showing that such solutions are abundant. We show that R-matrices related to involutive, non-degenerate solutions of the QYBE have special form. We also investigate some linear algebra questions related to R-matrices.

math.RA

Numerical stability of iterative refinement with a relaxation for linear systems

Stability analysis of Wilkinson's iterative refinement with a relaxation IR(omega) for solving linear systems is given. It extends existing results for omega=1, i.e., for Wilkinson's iterative refinement. We assume that all computations are performed in fixed (working) precision arithmetic. Numerical tests were done in MATLAB to illustrate our theoretical results. A particular emphasis is given on convergence of iterative refinement with a relaxation. Our tests confirm that the choice omega=1 is the best choice from the point of numerical stability.

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On the accuracy and stability of algorithms most commonly used in the evaluation of Chebyshev polynomials of the first kind

This paper provides error analyses of the algorithms most commonly used for the evaluation of the Chebyshev polynomial of the first kind $T_N(x)$. Some of these algorithms are shown to be backward stable. This means that the computed value of $T_N(x)$ in floating point arithmetic by these algorithms can be interpreted as a slightly perturbed value of polynomial $T_N$, for slightly perturbed value of $x$.

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Numerical solution of saddle point problems by block {Gram--Schmidt} orthogonalization

Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we prove that the algorithm BCGS2 (Reorthogonalized Block Classical Gram-Schmidt) using Householder Q-R decomposition implemented in floating point arithmetic is backward stable, under a mild assumption on the matrix $M$. This means that the computed vector $\tilde z$ is the exact solution to a slightly perturbed linear system of equations $Mz = f$.

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Reorthogonalized Block Classical Gram--Schmidt

A new reorthogonalized block classical Gram--Schmidt algorithm is proposed that factorizes a full column rank matrix $A$ into $A=QR$ where $Q$ is left orthogonal (has orthonormal columns) and $R$ is upper triangular and nonsingular. With appropriate assumptions on the diagonal blocks of $R$, the algorithm, when implemented in floating point arithmetic with machine unit $\macheps$, produces $Q$ and $R$ such that $\| I- Q^{T} Q \|_2 =O(\macheps)$ and $\| A-QR \|_2 =O(\macheps \| A \|_2)$. The resulting bounds also improve a previous bound by Giraud et al. [Num. Math., 101(1):87-100,\ 2005] on the CGS2 algorithm originally developed by Abdelmalek [BIT, 11(4):354--367,\ 1971]. \medskip Keywords: Block matrices, Q--R factorization, Gram-Schmidt process, Condition numbers, Rounding error analysis.

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A note on the error analysis of classical Gram-Schmidt

An error analysis result is given for classical Gram--Schmidt factorization of a full rank matrix $A$ into $A=QR$ where $Q$ is left orthogonal (has orthonormal columns) and $R$ is upper triangular. The work presented here shows that the computed $R$ satisfies $\normal{R}=\normal{A}+E$ where $E$ is an appropriately small backward error, but only if the diagonals of $R$ are computed in a manner similar to Cholesky factorization of the normal equations matrix. A similar result is stated in [Giraud at al, Numer. Math. 101(1):87--100,2005]. However, for that result to hold, the diagonals of $R$ must be computed in the manner recommended in this work.

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How to overcome the numerical instability of the scheme of divided differences?

The scheme of divided differences is widely used in many approximation and interpolation problems. Computing the Newton coefficients of the interpolating polynomial is the first step of the Björck and Pereyra algorithm for solving Vandermonde systems of equations (Cf. \cite{bjorck: 70}). Very often this algorithm produces very accurate solution. The problem of determining the Newton coefficients is intimately related with the problem of evaluation the Lagrange interpolating polynomial, which can be realized by many algorithms. For these reasons we use the uniform approach and analyze also Aitken's algorithm of the evaluation of an interpolating polynomial. We propose new algorithms that are always numerically stable with respect to perturbation in the function values and more accurate than the Aitken's algorithm and the scheme of divided differences, even for complex data.

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On improving the accuracy of Horner's and Goertzel's algorithms

It is known that Goertzel's algorithm is much less numerically accurate than the Fast Fourier Transform (FFT)(Cf. \cite{gen:69}). In order to improve accuracy we propose modifications of both Goertzel's and Horner's algorithms based on the divide-and-conquer techniques. The proof of the numerical stability of these two modified algorithms is given. The numerical tests in Matlab demonstrate the computational advantages of the proposed modifications. The appendix contains the proof of numerical stability of Goertzel's algorithm of polynomial evaluation.

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