Development of robust and efficient algorithms in numerical linear algebra

2014 Fiscal Year Final Research Report

• Project/Area Number: 23700023
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Fundamental theory of informatics
• Research Institution: Tokyo Woman's Christian University
• Principal Investigator: OGITA Takeshi 東京女子大学, 現代教養学部, 准教授 (00339615)
• Project Period (FY): 2011-04-28 – 2015-03-31
• Keywords: 数値線形代数 / 行列分解 / 高精度計算 / 悪条件問題

Outline of Final Research Achievements

The purpose of this research is to create a framework of robust matrix factorization algorithms in numerical linear algebra. Since scientific computing is based on numerical linear algebra, development of such algorithms is very important. For this purpose, it was necessary to create a common framework for algorithms rather than considering details of individual algorithms. We succeeded in developing a robust factorization algorithm for real symmetric matrices. Moreover, we proposed robust numerical methods for eigenvalue problems and singular value problems.

Free Research Field

数値解析学