Eigenvalue patterned condition numbers: Toeplitz and Hankel cases
نویسندگان
چکیده
منابع مشابه
Structured Eigenvalue Condition Numbers
This paper investigates the effect of structure-preserving perturbations on the eigenvalues of linearly and nonlinearly structured eigenvalue problems. Particular attention is paid to structures that form Jordan algebras, Lie algebras, and automorphism groups of a scalar product. Bounds and computable expressions for structured eigenvalue condition numbers are derived for these classes of matri...
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Estimating the condition numbers of random structured matrices is a well known challenge (cf. [SST06]), linked to the design of efficient randomized matrix algorithms in [PGMQ], [PIMR10], [PQ10], [PQ12], [PQZa], [PQa], [PQZb], [PQZC], [PY09]. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The former estimates can be surprising because the condition numbers grow ex...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2007
ISSN: 0377-0427
DOI: 10.1016/j.cam.2006.08.031