Singular quadratic eigenvalue problems: linearization and weak condition numbers

نویسندگان

چکیده

The numerical solution of singular eigenvalue problems is complicated by the fact that small perturbations coefficients may have an arbitrarily bad effect on accuracy. However, it has been known for a long time such are exceptional and standard solvers, as QZ algorithm, tend to yield good accuracy despite inevitable presence roundoff error. Recently, Lotz Noferini quantified this phenomenon introducing concept $$\delta $$ -weak condition numbers. In work, we consider quadratic two popular linearizations. Our results show correctly chosen linearization increases numbers only marginally, justifying use these linearizations in solvers also case. We propose very simple but often effective algorithm computing well-conditioned eigenvalues adding random coefficients. prove number is, with high probability, reliable criterion detecting excluding spurious created from part.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On condition numbers of polynomial eigenvalue problems

In this paper, we investigate condition numbers of eigenvalue problems of matrix polynomials with nonsingular leading coefficients, generalizing classical results of matrix perturbation theory. We provide a relation between the condition numbers of eigenvalues and the pseudospectral growth rate. We obtain that if a simple eigenvalue of a matrix polynomial is ill-conditioned in some respects, th...

متن کامل

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...

متن کامل

Diagonalizable Quadratic Eigenvalue Problems

A system is defined to be an n× n matrix function L(λ) = λ2M + λD +K where M, D, K ∈ Cn×n and M is nonsingular. First, a careful review is made of the possibility of direct decoupling to a diagonal (real or complex) system by applying congruence or strict equivalence transformations to L(λ). However, the main contribution is a complete description of the much wider class of systems which can be...

متن کامل

On the quadratic two-parameter eigenvalue problem and its linearization ?

We introduce the quadratic two-parameter eigenvalue problem and linearize it as a singular two-parameter eigenvalue problem. This, together with an example from model updating, shows the need for numerical methods for singular two-parameter eigenvalue problems and for a better understanding of such problems. There are various numerical methods for two-parameter eigenvalue problems, but only few...

متن کامل

Solving Rational Eigenvalue Problems via Linearization

The rational eigenvalue problem is an emerging class of nonlinear eigenvalue problems arising from a variety of physical applications. In this paper, we propose a linearization-based method to solve the rational eigenvalue problem. The proposed method converts the rational eigenvalue problem into a well-studied linear eigenvalue problem, and meanwhile, exploits and preserves the structure and p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bit Numerical Mathematics

سال: 2023

ISSN: ['0006-3835', '1572-9125']

DOI: https://doi.org/10.1007/s10543-023-00960-4