Relative perturbation theory for quadratic Hermitian eigenvalue problems

DOI10.1016/J.LAA.2021.01.023MaRDI QIDQ2020649zbMATH OpenOpenAlexWikidataFDO

Authors Peter Benner, Xin Liang, Suzana Miodragović, Ninoslav Truhar

Publication date 24 April 2021

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.03420

zbMATH Keywords

quadratic eigenvalue problemHermitian quadratic matrix polynomialHermitian matrix pairrelative perturbation theory

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Perturbation theory of linear operators (47A55) Matrix pencils (15A22) Matrix equations and identities (15A24)

Abstract: In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $lambd{a}^{2}Mx+lambdaCx+Kx=0$, where $M$ and $K$ are nonsingular Hermitian matrices and $C$ is a general Hermitian matrix. We base our findings on new results for an equivalent regular Hermitian matrix pair $A-lambdaB$. The new bounds can be applied to many interesting quadratic eigenvalue problems appearing in applications, such as mechanical models with indefinite damping. The quality of our bounds is demonstrated by several numerical experiments.

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Cited in

(11)

• A note on an upper and a lower bound on sines between eigenspaces for regular Hermitian matrix pairs
• Perturbation bounds for stable gyroscopic systems
• Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem
• Relative perturbation theory for hyperbolic eigenvalue problem
• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• Relative perturbation theory for a class of diagonalizable Hermitian matrix pairs
• scientific article; zbMATH DE number 2130417 (Why is no real title available?)
• Relative perturbation theory for matrix eigenproblems in free vibration analysis
• Perturbation theory for Hermitian quadratic eigenvalue problem -- damped and simultaneously diagonalizable systems
• Optimal perturbation bounds for the Hermitian eigenvalue problem
• On Eigenvalues of Quadratic Matrix Polynomials and Their Perturbations

Describes a project that uses

Uses Software

• NLEVP

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