Optimal Scaling of Generalized and Polynomial Eigenvalue Problems
نویسندگان
چکیده
منابع مشابه
Optimal Scaling of Generalized and Polynomial Eigenvalue Problems
Scaling is a commonly used technique for standard eigenvalue problems to improve the sensitivity of the eigenvalues. In this paper we investigate scaling for generalized and polynomial eigenvalue problems (PEPs) of arbitrary degree. It is shown that an optimal diagonal scaling of a PEP with respect to an eigenvalue can be described by the ratio of its normwise and componentwise condition number...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2009
ISSN: 0895-4798,1095-7162
DOI: 10.1137/070704769