THE QZ ORTHOGONAL DECOMPOSITION METHOD

Abstract

A new orthogonal decomposition for square dense matrices is proposed. For matrices of bigger size the computational time for this decomposition and the corresponding solution method is less than the computational time for the usual Givens QR decomposition The backward stability of the proposed decomposition is studied, and it is proved that the backward error depends linearly on the size of the matrix. Finally, some numerical evidence is given.

KEY WORDS:

• QR decomposition
• Backward stability
• QZ decomposition

C.R. CATEGORIES:

• G.1.3

Additional information

Notes on contributors

P. YALAMOV

Supported by EEC grant PECO No. CIP A 3510CT920768 and by grant MM-211/92 from the Bulgarian Ministry of Science and Education. Technical University of Russe, 7000 Russe, Bulgria.