On estimating the condition of eigenvalues and eigenvectors

DOI10.1016/0024-3795(87)90131-5zbMath0631.65030OpenAlexW2066447076MaRDI QIDQ1094815

Charles F. Van Loan

Publication date: 1987

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

Full work available at URL: https://hdl.handle.net/1813/6566

zbMATH Keywords

eigenvectorcondition numbersnumerical test resultsEISPACKLINPACKeigenpair condition estimatorsensitivity of invariant subspacesensitivity of matrix eigenvalue

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (10)

A pseudo-Hermitian \(\beta\)-Hermite family of matrices ⋮ Analysis of normal-form algorithms for solving systems of polynomial equations ⋮ How well-conditioned can the eigenvector problem be? ⋮ Disguised and new quasi-Newton methods for nonlinear eigenvalue problems ⋮ Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time ⋮ Efficient computation of the spectral projections of regular matrix pairs ⋮ Probabilistic analyses of condition numbers ⋮ A Fast Block-Greedy Algorithm for Quasi-optimal Meshless Trial Subspace Selection ⋮ An estimate for the spectral norm of the inverse of a matrix with the Gauss-Jordan algorithm ⋮ Estimating the matrix \(p\)-norm

Uses Software

• EISPACK
• LINPACK
• HQR3
• HQR3 EXCHNG
• Algorithm 517

Cites Work

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• Error bounds for computed eigenvalues and eigenvectors
• Matrix eigensystem routines - EISPACK guide
• Singular value decomposition and least squares solutions
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• Note on matrices with a very ill-conditioned eigenproblem
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• A Set of Counter-Examples to Three Condition Number Estimators
• Improving the Accuracy of Computed Singular Values
• Improving the Accuracy of Computed Eigenvalues and Eigenvectors
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• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Ill-Conditioned Eigensystems and the Computation of the Jordan Canonical Form
• Algorithm 517: A Program for Computing the Condition Numbers of Matrix Eigenvalues Without Computing Eigenvectors [F2]
• Factorized Variable Metric Methods for Unconstrained Optimization
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• An Estimate for the Condition Number of a Matrix
• Methods for Modifying Matrix Factorizations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Rigorous Machine Bounds for the Eigensystem of a General Complex Matrix
• Computing Invariant Subspaces of a General Matrix when the Eigensystem is Poorly Conditioned
• Numerically stable deflation of hessenberg and symmetric tridiagonal matrices
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• On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$
• An Algorithm for Generalized Matrix Eigenvalue Problems
• An algorithm for numerical determination of the structure of a general matrix

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