Closest normal matrix finally found

DOI10.1007/BF01937278zbMath0636.15017OpenAlexW2056981580MaRDI QIDQ1097936

Axel Ruhe

Publication date: 1987

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01937278

zbMATH Keywords

singular value decompositioneigenvectorssimilarityfield of valuesFrobenius normHermitian matrixnumerical rangesunitary matrixclosest normal matrixspread of eigenvalues

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

Related Items (22)

The structured distance to normality of Toeplitz matrices with application to preconditioning ⋮ Properties of linear approximations of matrices in the spectral norm ⋮ Some aspects of the theory of norms ⋮ The symmetric Procrustes problem ⋮ Upper bounds for matrix diagonals ⋮ Finding the closest normal structured matrix ⋮ Computing the field of values and pseudospectra using the Lanczos method with continuation ⋮ Matrix differential equations: a continuous realization process for linear algebra problems ⋮ Numerical Rank Deficiency in Matrix Products ⋮ Normal shape and numerical range of a real 2-Toeplitz tridiagonal matrix ⋮ Some complexity results in parallel matrix-based signal processing ⋮ On the banded Toeplitz structured distance to symmetric positive semidefiniteness ⋮ Structured distance to normality of tridiagonal matrices ⋮ Computing eigenvalues of normal matrices via complex symmetric matrices ⋮ Computing the closest real normal matrix and normal completion ⋮ A Jacobi-like algorithm for computing the generalized Schur form of a regular pencil ⋮ The structured distance to normality of banded Toeplitz matrices ⋮ Destabilising nonnormal stochastic differential equations ⋮ A continuous Jacobi-like approach to the simultaneous reduction of real matrices ⋮ Normal approximants to binormal operators ⋮ Least-squares inner product shaping ⋮ Perturbations of non-diagonalizable stochastic matrices with preservation of spectral properties

Cites Work

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• Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
• The normal \(\Delta\) H-matrices with connection to some Jacobi-like methods
• A Procedure for the Diagonalization of Normal Matrices
• Matrizen mit maximaler Diagonale bei unitärer Similarität.
• On the quadratic convergence of the Jabobi method for normal matrices
• The norm of a matrix after a similarity transformation

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