Computational error bounds for multiple or nearly multiple eigenvalues

DOI10.1016/S0024-3795(00)00279-2zbMath0986.65031WikidataQ127105640 ScholiaQ127105640MaRDI QIDQ5929752

Siegfried Michael Rump

Publication date: 3 July 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

convergencenumerical exampleserror boundsautomatic result verificationclusters of eigenvaluesdefective eigenvaluesgeneralized eigenvalue probleminvariant subspacesnearly multiple eigenvaluesNewton-like methodsparse matrixuncertain input matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Algorithms with automatic result verification (65G20)

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Uses Software

• ACRITH-XSC
• C-XSC
• C-XSC 2.0
• Matlab
• PROFIL/BIAS
• INTLAB
• PASCAL-XSC

Cites Work

• Iterative improvement of componentwise error bounds of invariant subspaces belonging to a double or nearly double eigenvalue
• Error bounds for computed eigenvalues and eigenvectors
• PROFIL/BIAS - A fast interval library
• Fehlerabschätzung reeller Eigenwerte und Eigenvektoren von Matrizen
• Improving the Accuracy of Computed Eigenvalues and Eigenvectors
• Interval Methods for Systems of Equations
• Iterative methods for interval inclusion of fixed points
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