Verification Algorithms for Generalized Singular Values
Götz E. Alefeld, Rolf Hoffmann, Günter Mayer, Günther Wildenhain · Mathematische Nachrichten · 1999
Abstract By means of interval arithmetic tools we present new algorithms for verifying and enclosing generalized singular values and corresponding vectors for a matrix pair (A, B) ε IRp×n × IRq×n. To this end, we state and prove a fundamental theorem in interval analysis which shows a way how enclosures can be constructed if approximations are known. Furthermore, we perform a careful comparison of the new method with those introduced in [11].