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

DOI10.1007/BF02142813zbMath0859.65036MaRDI QIDQ1815708

Peter Poromaa, Bo Kågström

Publication date: 25 March 1997

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

complexitynumerical exampleseigenvalueserror boundseigenspacesmatrix pairSylvester equationcondition numbersmatrix pencilsbackward stabilitydeflating subspacesgeneralized Schur formreordering algorithms

Mathematics Subject Classification ID

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

Related Items (25)

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Uses Software

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

Cites Work

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• Perturbation expansions for invariant subspaces
• On condition numbers and the distance to the nearest ill-posed problem
• Computing stable eigendecompositions of matrix pencils
• Kronecker's canonical form and the QZ algorithm
• Backward perturbation analysis of certain characteristic subspaces
• On swapping diagonal blocks in real Schur form
• Computing eigenspaces with specified eigenvalues of a regular matrix pair \((A,B)\) and condition estimation: Theory, algorithms and software
• Perturbation theory and backward error for \(AX - XB = C\)
• Condition Estimates
• A Schur method for solving algebraic Riccati equations
• Factorizations of Transfer Functions
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Algorithm 590: DSUBSP and EXCHQZ  : FORTRAN Subroutines for Computing Deflating Subspaces with Specified Spectrum
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Generalized Schur methods with condition estimators for solving the generalized Sylvester equation
• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• 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
• 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
• Algorithm 674
• The Condition Number of Equivalence Transformations That Block Diagonalize Matrix Pencils
• On the Compatibility of a Given Solution With the Data of a Linear System
• An Algorithm for Generalized Matrix Eigenvalue Problems

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