Computing eigenspaces with specified eigenvalues of a regular matrix pair (A,B) and condition estimation: Theory, algorithms and software

DOI10.1007/BF02142813MaRDI QIDQ1815708zbMATH OpenFDO

Authors Bo Kågström, Peter Poromaa

Publication date 25 March 1997

Published in Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

eigenvalueserror boundsnumerical examplescomplexitycondition numberseigenspacesmatrix pencilsbackward stabilitySylvester equationdeflating subspacesgeneralized Schur formreordering algorithmsmatrix pair

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Complexity and performance of numerical algorithms (65Y20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Matrix pencils (15A22)

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Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
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• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 781814 (Why is no real title available?)
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• A Schur method for solving algebraic Riccati equations
• Algorithm 590: DSUBSP and EXCHQZ  : FORTRAN Subroutines for Computing Deflating Subspaces with Specified Spectrum
• Algorithm 674
• An Algorithm for Generalized Matrix Eigenvalue Problems
• Backward perturbation analysis of certain characteristic subspaces
• Computing eigenspaces with specified eigenvalues of a regular matrix pair (A,B) and condition estimation: Theory, algorithms and software
• Computing stable eigendecompositions of matrix pencils
• Condition Estimates
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Factorizations of Transfer Functions
• Generalized Schur methods with condition estimators for solving the generalized Sylvester equation
• Kronecker's canonical form and the QZ algorithm
• LAPACK-style algorithms and software for solving the generalized Sylvester equation and estimating the separation between regular matrix pairs
• On computing condition numbers for the nonsymmetric eigenproblem
• On condition numbers and the distance to the nearest ill-posed problem
• On swapping diagonal blocks in real Schur form
• On the Compatibility of a Given Solution With the Data of a Linear System
• Perturbation expansions for invariant subspaces
• Perturbation theory and backward error for \(AX - XB = C\)
• The Condition Number of Equivalence Transformations That Block Diagonalize Matrix Pencils
• The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part I
• The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part II

Cited in

(25)

• Numerical solution and perturbation theory for generalized Lyapunov equations
• Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
• On modifications to the spectral dichotomy algorithm
• A multishift, multipole rational QZ method with aggressive early deflation
• Circular trichotomy of the spectrum of regular matrix pencils
• Fast solution of unsymmetric banded Toeplitz systems by means of spectral factorizations and Woodbury's formula
• Lyapunov-based stability of delayed linear differential algebraic systems
• Implicit QR algorithms for palindromic and even eigenvalue problems
• Pole-swapping algorithms for alternating and palindromic eigenvalue problems
• A rational QZ method
• Pseudospectra of linear matrix pencils by block diagonalization
• A numerical evaluation of solvers for the periodic Riccati differential equation
• Robustness analysis of uncertain discrete-time systems with dissipation inequalities and integral quadratic constraints
• Computing periodic deflating subspaces associated with a specified set of eigenvalues
• Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices
• Robust \(H_{\infty}\) control of spacecraft rendezvous on elliptical orbit
• Generalized Rational Krylov Decompositions with an Application to Rational Approximation
• An implicit filter for rational Krylov using core transformations
• Efficient computation of the spectral projections of regular matrix pairs
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Perturbation theory of structured matrix pencils with no spillover
• On pole-swapping algorithms for the eigenvalue problem
• Some new algorithms for the spectral dichotomy methods
• On estimating the separation of two periodic matrix sequences
• Computing eigenspaces with specified eigenvalues of a regular matrix pair (A,B) and condition estimation: Theory, algorithms and software

Describes a project that uses

Uses Software

• CONEST
• SONEST
• Algorithm 674
• DSUBSP
• CLAPACK
• LAPACK

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