Sensitivity and Computation of a Defective Eigenvalue
نویسنده
چکیده
4 A defective eigenvalues is well documented to be hypersensitive to data pertur5 bations and round-off errors, making it a formidable challenge in numerical computa6 tion particularly when the matrix is known through approximate data. This paper 7 establishes a finitely bounded sensitivity of a defective eigenvalue with respect to per8 turbations that preserve the geometric multiplicity and the smallest Jordan block size. 9 Based on this perturbation theory, numerical computation of a defective eigenvalue is 10 regularized as a well-posed least squares problem so that it can be accurately carried 11 out using floating point arithmetic even if the matrix is perturbed. 12
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 37 شماره
صفحات -
تاریخ انتشار 2016