Perturbation Theory for HomogeneousPolynomial Eigenvalue
نویسنده
چکیده
We consider polynomial eigenvalue problems P(A; ;)x = 0 in which the matrix polynomial is homogeneous in the eigenvalue (;) 2 C 2. In this framework innnite eigenvalues are on the same footing as nite eigenvalues. We view the problem in projective spaces to avoid normalization of the eigenpairs. We show that a polynomial eigenvalue problem is well-posed when its eigenvalues are simple. We deene the condition numbers of a simple eigenvalue (;) and a corresponding eigenvector x and show that the distance to the nearest ill-posed problem is equal to the reciprocal of the condition number of the eigenvector x. We describe a bihomogeneous Newton method for the solution of the homogeneous polynomial eigenvalue problem.
منابع مشابه
Matrix Perturbation Theory
Ren-Cang Li University of Texas at Arlington 15.1 Eigenvalue Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15-1 15.2 Singular Value Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15-6 15.3 Polar Decomposition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15-7 15.4 Generalized Eigenvalue Problems . . . . . . . . . . . . . . . . . . . 15-...
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