Accurate Computations with Generalized Green Matrices

Abstract

We consider generalized Green matrices that, in contrast to Green matrices, are not necessarily symmetric. In spite of the loss of symmetry, we show that they can preserve some nice properties of Green matrices. In particular, they admit a bidiagonal decomposition. Moreover, for convenient parameters, the bidiagonal decomposition can be obtained efficiently and with high relative accuracy and it can also be used to compute all eigenvalues, all singular values, the inverse, and the solution of some linear system of equations with high relative accuracy. Numerical examples illustrate the high accuracy of the performed computations using the bidiagonal decompositions. Finally, nonsingular and totally positive generalized Green matrices are characterized.

Keywords

• accurate computations
• bidiagonal factorization
• total positivity
• Green matrix
• generalized Green matrix