Fields of values and inclusion regions for matrix pencils

MaRDI QIDQ2447347zbMATH OpenFDO

Authors M. E. Hochstenbach

Publication date 25 April 2014

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/ETNA/vol.38.2011/pp98-112.dir/pp98-112.html

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zbMATH Keywords

exclusion regionfield of valuesgeneralized eigenvalue problemharmonic Rayleigh-Ritzharmonic Ritz valuesinclusion regionKrylov spacelarge sparse matrixmatrix pencilnumerical examplesnumerical range

Mathematics Subject Classification ID

Matrix pencils (15A22) Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

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(8)

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• The feedback search algorithm: estimating the distance of semi-explicit systems to \(\mathcal{R}\)-uncontrollability
• Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
• Fields of values of linear pencils and spectral inclusion regions
• The characteristic polynomial of linear pencils of small size and the numerical range
• Pseudospectra of matrix pencils for transient analysis of differential-algebraic equations
• Numerical solution of singular Sylvester equations
• Eigenvalue inclusion regions from inverses of shifted matrices

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