Structured Backward Error and Condition of Generalized Eigenvalue Problems

نویسندگان

  • Desmond J. Higham
  • Nicholas J. Higham
چکیده

Backward errors and condition numbers are defined and evaluated for eigenvalues and eigenvectors of generalized eigenvalue problems. Both normwise and componentwise measures are used. Unstructured problems are considered first, and then the basic definitions are extended so that linear structure in the coefficient matrices (for example, Hermitian, Toeplitz, Hamiltonian, or band structure) is preserved by the perturbations.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 20  شماره 

صفحات  -

تاریخ انتشار 1998