Perturbation, extraction and refinement of invariant pairs for matrix polynomials (Q541918)

A polynomial eigenvalue problem can be considered as an extension of the classical linear eigenvalue problem, where the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. The present paper fills this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view the authors investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, they describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of the extraction and refinement procedures.