On estimating the condition of eigenvalues and eigenvectors (Q1094815): Difference between revisions
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scientific article
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English | On estimating the condition of eigenvalues and eigenvectors |
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On estimating the condition of eigenvalues and eigenvectors (English)
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1987
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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.
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sensitivity of matrix eigenvalue
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sensitivity of invariant subspace
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eigenpair condition estimator
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condition numbers
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eigenvector
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EISPACK
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LINPACK
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numerical test results
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