Perturbation, extraction and refinement of invariant pairs for matrix polynomials (Q541918): Difference between revisions
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A polynomial eigenvalue problem can be considered as an extension of the classical linear eigenvalue problem, where the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. The present paper fills this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view the authors investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, they describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of the extraction and refinement procedures. | |||
Property / review text: A polynomial eigenvalue problem can be considered as an extension of the classical linear eigenvalue problem, where the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. The present paper fills this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view the authors investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, they describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of the extraction and refinement procedures. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Andreas Arvanitoyeorgos / rank | |||
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Property / Mathematics Subject Classification ID: 15A54 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15A18 / rank | |||
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Property / Mathematics Subject Classification ID: 65F15 / rank | |||
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Property / zbMATH DE Number: 5905216 / rank | |||
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Property / zbMATH Keywords | |||
polynomial eigenvalue problem | |||
Property / zbMATH Keywords: polynomial eigenvalue problem / rank | |||
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invariant pairs | |||
Property / zbMATH Keywords: invariant pairs / rank | |||
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algorithm | |||
Property / zbMATH Keywords: algorithm / rank | |||
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perturbation theory | |||
Property / zbMATH Keywords: perturbation theory / rank | |||
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extraction | |||
Property / zbMATH Keywords: extraction / rank | |||
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linearization | |||
Property / zbMATH Keywords: linearization / rank | |||
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matrix polynomial | |||
Property / zbMATH Keywords: matrix polynomial / rank | |||
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refinement | |||
Property / zbMATH Keywords: refinement / rank | |||
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numerical experiments | |||
Property / zbMATH Keywords: numerical experiments / rank | |||
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Revision as of 11:26, 1 July 2023
scientific article
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English | Perturbation, extraction and refinement of invariant pairs for matrix polynomials |
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Perturbation, extraction and refinement of invariant pairs for matrix polynomials (English)
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8 June 2011
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A polynomial eigenvalue problem can be considered as an extension of the classical linear eigenvalue problem, where the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. The present paper fills this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view the authors investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, they describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of the extraction and refinement procedures.
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polynomial eigenvalue problem
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invariant pairs
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algorithm
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perturbation theory
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extraction
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linearization
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matrix polynomial
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refinement
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numerical experiments
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