A Fast Compensated Algorithm for Computing Givens Rotations
Numerical Analysis
2024-06-06 v1 Numerical Analysis
Abstract
We develop a very simple compensated scheme for computing very accurate Givens rotations. The approach is significantly more straightforward than the one in \cite{borges2021fast}, and the derivation leads to a very satisfying algorithm whereby a naively computed Givens rotation can be used to construct a correction to itself. It is also seen that this scheme continues to provide high accuracy even when built on a hypoteneuse calculation that is of lesser accuracy.
Keywords
Cite
@article{arxiv.2406.02750,
title = {A Fast Compensated Algorithm for Computing Givens Rotations},
author = {Carlos F. Borges},
journal= {arXiv preprint arXiv:2406.02750},
year = {2024}
}