On computing condition numbers for the nonsymmetric eigenproblem

Author:

Bai Z.1,Demmel James2,McKenney A.3

Affiliation:

1. Univ. of Kentucky, Lexington

2. Univ. of California, Berkeley

3. New York Univ., New York, NY

Abstract

We review the theory of condition numbers for the nonsymmetric eigenproblem and give a tabular summary of bounds for eigenvalues, means of clusters of eigenvalues, eigenvectors, invariant subspaces, and related quantities. We describe the design of new algorithms for estimating these condition numbers. Fortran subroutines implementing these algorithms are in the LAPACK library [1].

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Reference34 articles.

1. ANDERSON E. BAI Z. BISCHOF C DEMMEL J. DONGARRA J. DuCROZ J. GREENBAUM A. HAMMARLING S. MCKENNEY A. OSTROUCHOV~ S AND SORENSEN D. LAPACI~ Users' Gltlde. SIAM Philadelphia Pa. 1992. ANDERSON E. BAI Z. BISCHOF C DEMMEL J. DONGARRA J. DuCROZ J. GREENBAUM A. HAMMARLING S. MCKENNEY A. OSTROUCHOV~ S AND SORENSEN D. LAPACI~ Users' Gltlde. SIAM Philadelphia Pa. 1992.

2. BAI Z. AND DEMMEL J. On a direct algorithm for computing invariant subspaces with specified eigenvalues. To appear in L{rl. Alg. Appl. BAI Z. AND DEMMEL J. On a direct algorithm for computing invariant subspaces with specified eigenvalues. To appear in L{rl. Alg. Appl.

3. Solution of the matrix equation AX + XB = C [F4]

4. BAUER F L. AND FIKE. C T. Norms and exclusion theorems. ~urner. ~Jath. 2 (1960) 137 141. BAUER F L. AND FIKE. C T. Norms and exclusion theorems. ~urner. ~Jath. 2 (1960) 137 141.

5. Numerical methods for computing angles between linear subspaces;BJORCK A.;Math. Comput.,1973

Cited by 24 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The numerical Jordan form;Linear Algebra and its Applications;2022-04

2. A Multiprecision Derivative-Free Schur--Parlett Algorithm for Computing Matrix Functions;SIAM Journal on Matrix Analysis and Applications;2021-01

3. Componentwise Perturbation Analysis of the Schur Decomposition of a Matrix;SIAM Journal on Matrix Analysis and Applications;2021-01

4. On a Perturbation Bound for Invariant Subspaces of Matrices;SIAM Journal on Matrix Analysis and Applications;2014-01

5. Structural Similarity: Spectral Methods for Relaxed Blockmodeling;Journal of Classification;2010-10-16

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3