On estimating the condition of eigenvalues and eigenvectors (Q1094815): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Algorithm 517 / rank | |||
Normal rank | |||
Revision as of 02:48, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the condition of eigenvalues and eigenvectors |
scientific article |
Statements
On estimating the condition of eigenvalues and eigenvectors (English)
0 references
1987
0 references
The author computes condition numbers for a given matrix eigenvalue and the corresponding eigenvector. For this purpose he applies the packages EISPACK and LINPACK. He claims that it requires only \(O(n^ 2)\) flops per eigenpair under the assumption that the matrix is reduced to Hessenberg form. The implementation of the method is discussed and numerical test results are presented.
0 references
sensitivity of matrix eigenvalue
0 references
sensitivity of invariant subspace
0 references
eigenpair condition estimator
0 references
condition numbers
0 references
eigenvector
0 references
EISPACK
0 references
LINPACK
0 references
numerical test results
0 references
