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

A. Barreras, Juan Manuel Peña · Numerical Linear Algebra with Applications · 2012

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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