Relative perturbation theory for quadratic Hermitian eigenvalue problems

DOI10.1016/J.LAA.2021.01.023zbMATH Open1470.65059arXiv1602.03420OpenAlexW3094027405WikidataQ115214727 ScholiaQ115214727MaRDI QIDQ2020649FDOQ2020649

Authors: P. Benner, Xin Liang, Suzana Miodragović, Ninoslav Truhar 

Publication date: 24 April 2021

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

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.

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

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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)

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Cited In (11)

• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• Perturbation bounds for stable gyroscopic systems
• Relative perturbation theory for matrix eigenproblems in free vibration analysis
• Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem
• Perturbation theory for Hermitian quadratic eigenvalue problem -- damped and simultaneously diagonalizable systems
• Optimal perturbation bounds for the Hermitian eigenvalue problem
• A note on an upper and a lower bound on sines between eigenspaces for regular Hermitian matrix pairs
• Relative perturbation theory for a class of diagonalizable Hermitian matrix pairs
• Relative perturbation theory for hyperbolic eigenvalue problem
• On Eigenvalues of Quadratic Matrix Polynomials and Their Perturbations
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Uses Software

• NLEVP

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