<p>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.</p>

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

  • Jorge Delgado,
  • J. M. Peña

摘要

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.