Accuracy assessment for eigencomputations: Variety of backward errors and pseudospectra (Q1976910)

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Accuracy assessment for eigencomputations: Variety of backward errors and pseudospectra
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    Accuracy assessment for eigencomputations: Variety of backward errors and pseudospectra (English)
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    14 February 2001
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    The authors study the behaviour of eigenvalue problems \(Ax = \lambda x\) under two classes of perturbations, namely normwise and homotopic perturbations. To these types of perturbations backward errors are associated and by using these backward errors so-called \(\varepsilon\)-pseudospectra are defined. The presented accuracy assessment for eigencomputations is discussed more in detail for the Arnoldi method.
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    computation of eigenvalues
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    backward error
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    pseudospectrum
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    normwise perturbation
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    homotopic perturbation
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    Arnoldi method
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