Eigenvalue bounds from the Schur form

نویسندگان

  • Thierry Braconnier
  • Yousef Saad
چکیده

Computing the partial Schur form of a matrix is a common kernel in widely used software for solving eigenvalues problems. Partial Schur forms and Schur vectors also arise naturally in deeation techniques. In this paper, error bounds are proposed which are based on the Schur form of a matrix. We show how the bounds derived for the general case simplify in special situations such as those of Hermitian matrices or partially normal or nearly normal matrices. The derived bounds are similar to well-known bounds such as the Kato-Temple and the Bauer-Fike inequalities.

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Locking and Restarting Quadratic Eigenvalue Solvers

This paper studies the solution of quadratic eigenvalue problems by the quadratic residual iteration method. The focus is on applications arising from nite-element simulations in acoustics. One approach is the shift-invert Arnoldi method applied to the linearized problem. When more than one eigenvalue is wanted, it is advisable to use locking or de-ation of converged eigenvectors (or Schur vect...

متن کامل

Preconditioners for Generalized Saddle-point Problems Preconditioners for Generalized Saddle-point Problems *

We examine block-diagonal preconditioners and efficient variants of indefinite preconditioners for block two-by-two generalized saddle-point problems. We consider the general, nonsymmetric, nonsingular case. In particular, the (1,2) block need not equal the transposed (2,1) block. Our preconditioners arise from computationally efficient splittings of the (1,1) block. We provide analyses for the...

متن کامل

Realistic Error Bounds for a Simple Eigenvalue and Its Jordan Normal Form of a Complex Matrix. Acm Transactions on Mathematical Software, Ing and Ordering Eigenvalues of a Real Upper Hessenberg Matrix. Acm Transactions On

This paper describes two methods for computing the invariant subspace of a matrix. The rst method involves using transformations to interchange the eigenvalues. The matrix is assumed to be in Schur form and transformations are applied to interchange neighboring blocks. The blocks can be either one by one or two by two. The second method involves the construction of an invariant subspace by a di...

متن کامل

On the Reduction of a Hamiltonian Matrix to Hamiltonian Schur Form

Recently Chu, Liu, and Mehrmann developed an O(n3) structure preserving method for computing the Hamiltonian real Schur form of a Hamiltonian matrix. This paper outlines an alternate derivation of the method and alternate explanation of why the method works. Our approach places emphasis eigenvalue swapping and relies less on matrix manipulations.

متن کامل

An eigenvalue inequality and spectrum localization for complex matrices

Using the notions of the numerical range, Schur complement and unitary equivalence, an eigenvalue inequality is obtained for a general complex matrix, giving rise to a region in the complex plane that contains its spectrum. This region is determined by a curve, generalizing and improving classical eigenvalue bounds obtained by the Hermitian and skew-Hermitian parts, as well as the numerical ran...

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

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998