Computing stable eigendecompositions of matrices

DOI10.1016/0024-3795(86)90298-3zbMath0627.65031OpenAlexW1969125683MaRDI QIDQ1092606

James W. Demmel

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90298-3

zbMATH Keywords

tolerancestabilityspectrumcondition numberFrobenius normdissociationEigendecompositions

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (30)

On condition numbers and the distance to the nearest ill-posed problem ⋮ Computing stable eigendecompositions of matrix pencils ⋮ Sensitivity and Computation of a Defective Eigenvalue ⋮ Spectral conditioning and pseudospectral growth ⋮ Pseudospectra of linear matrix pencils by block diagonalization ⋮ Methods and algorithms of solving spectral problems for polynomial and rational matrices ⋮ Variational Analysis of Approximate Defective Eigenvalues ⋮ Fast computation of \(\mathrm{sep}_\lambda\) via interpolation-based globality certificates ⋮ First-Order Perturbation Theory for Eigenvalues and Eigenvectors ⋮ Jordan-Schur algorithms for computing the matrix exponential ⋮ Structured pseudospectra and structured sensitivity of eigenvalues ⋮ Componentwise Perturbation Analysis of the Schur Decomposition of a Matrix ⋮ Stable perturbations of nonsymmetric matrices ⋮ Why certain discrete phase type representations have numerically stable spectral decomposition ⋮ The verification of multiplicity support of a defective eigenvalue of a real matrix ⋮ The representation and approximation for Drazin inverse ⋮ Locating a nearest matrix with an eigenvalue of prespecified algebraic multiplicity ⋮ On sensitivity of eigenvalues and eigendecompositions of matrices ⋮ Characterization and construction of the nearest defective matrix via coalescence of pseudospectral components ⋮ Approximation of pseudospectra of block triangular matrices ⋮ Parallel algorithm for solving some spectral problems of linear algebra ⋮ On a theorem of Feingold ⋮ The numerical Jordan form ⋮ On the numerical solution of \(AX-XB=C\) ⋮ The calculation of the distance to a nearby defective matrix ⋮ Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian ⋮ Perturbation bound of the Drazin inverse ⋮ Numerical algorithms with condition and accuracy estimates for linear systems design ⋮ Distance evaluation to the set of matrices with multiple eigenvalues ⋮ Stability of eigenvalues and spectral decompositions under linear perturbation

Cites Work

• Unnamed Item
• Unnamed Item
• Norms and exclusion theorems
• Block scaling with optimal euclidean condition
• Block diagonally dominant matrices and generalizations of the Gerschgorin circle theorem
• On some new inclusion theorems for the eigenvalues of partitioned matrices
• Properties of a matrix with a very ill-conditioned eigenproblem
• Note on matrices with a very ill-conditioned eigenproblem
• Spectral operators
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• On the Separation of Two Matrices
• Minimal cascade factorization of real and complex rational transfer matrices
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part I
• The Condition Number of Equivalence Transformations That Block Diagonalize Matrix Pencils
• An algorithm for numerical determination of the structure of a general matrix

This page was built for publication: Computing stable eigendecompositions of matrices