Nicholas J. Higham, François Tisseur, Marcus Webb, and I have uploaded to the arXiv our paper "Computing accurate eigenvalues using a mixed-precision Jacobi algorithm". This paper builds on the famous result by Demmel and Veselić on the high accuracy of the Jacobi algorithm, in which they proved that for \(A \in \mathbb{R}^{n\times n}\), if \(\lambda_{k}(A)\) … Continue reading Computing accurate eigenvalues using a mixed-precision Jacobi algorithm