Verified error bounds for the singular values of structured matrices with applications to computer-assisted proofs for differential equations

Fuente: arXiv
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Autores principales: Terao, Takeshi, Watanabe, Yoshitaka, Ozaki, Katsuhisa
Formato: Preprint
Publicado: 2025
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author Terao, Takeshi
Watanabe, Yoshitaka
Ozaki, Katsuhisa
author_facet Terao, Takeshi
Watanabe, Yoshitaka
Ozaki, Katsuhisa
contents This paper introduces two methods for verifying the singular values of the structured matrix denoted by $R^{-H}AR^{-1}$, where $R$ is a nonsingular matrix and $A$ is a general nonsingular square matrix. The first of the two methods uses the computed factors from a singular value decomposition (SVD) to verify all singular values; the second estimates a lower bound of the minimum singular value without performing the SVD. The proposed approach for verifying all singular values efficiently computes tight error bounds. The method for estimating a lower bound of the minimum singular value is particularly effective for sparse matrices. These methods have proven to be efficient in verifying solutions to differential equation problems, that were previously challenging due to the extensive computational time and memory requirements.
format Preprint
id arxiv_https___arxiv_org_abs_2502_09984
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Verified error bounds for the singular values of structured matrices with applications to computer-assisted proofs for differential equations
Terao, Takeshi
Watanabe, Yoshitaka
Ozaki, Katsuhisa
Numerical Analysis
This paper introduces two methods for verifying the singular values of the structured matrix denoted by $R^{-H}AR^{-1}$, where $R$ is a nonsingular matrix and $A$ is a general nonsingular square matrix. The first of the two methods uses the computed factors from a singular value decomposition (SVD) to verify all singular values; the second estimates a lower bound of the minimum singular value without performing the SVD. The proposed approach for verifying all singular values efficiently computes tight error bounds. The method for estimating a lower bound of the minimum singular value is particularly effective for sparse matrices. These methods have proven to be efficient in verifying solutions to differential equation problems, that were previously challenging due to the extensive computational time and memory requirements.
title Verified error bounds for the singular values of structured matrices with applications to computer-assisted proofs for differential equations
topic Numerical Analysis
url https://arxiv.org/abs/2502.09984