Eigenvalue condition numbers: zero-structured versus traditional.

DOI10.1016/J.CAM.2005.01.032MaRDI QIDQ2570035zbMATH OpenOpenAlexFDO

Authors Silvia Noschese, L. Pasquini

Publication date 26 October 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2005.01.032

zbMATH Keywords

algorithmBessel matrixcondition numbersconditioningeigenvaluesFrank matrixHessenberg matrixLesp matrixmatrix perturbationnumerical examplesstructured matricesWilkinson matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Review text

The authors study the relationships between the classical theory of conditioning and the theory of the zero-structured conditioning and they derive formulae and relationships for the absolute and relative zero-structured conditioning based on the Frobenius norm, by considering matrix perturbation. Then an algorithm is given in order to compare the zero-structured individual condition numbers of a set of simple eigenvalues with the traditional ones. Numerical cases, such as Lesp matrix, Bessel matrix, Wilkinson matrix and Frank matrix (Hessenberg matrix), are presented in order to demonstrate the applicability of the algorithm providing interesting information about the eigenvalue sensitivity, when the perturbations in the matrix have an arbitrary assigned zero-structure. Further investigation about patterned matrices, i.e. Toeplitz and Hankel matrices, will be presented in the near future.

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Cited in

(23)

• Structured condition numbers for some matrix factorizations of structured matrices
• Computing unstructured and structured polynomial pseudospectrum approximations
• On structured componentwise condition numbers for Hamiltonian eigenvalue problems
• Sensitivity of eigenvalues of an unsymmetric tridiagonal matrix
• Structured backward error analysis for sparse polynomial eigenvalue problems
• Structured perturbation analysis of sparse matrix pencils with s-specified eigenpairs
• Structured maximal perturbations for Hamiltonian eigenvalue problems
• Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices
• Eigenvalue patterned condition numbers: Toeplitz and Hankel cases
• Perron communicability and sensitivity of multilayer networks
• On componentwise condition numbers for eigenvalue problems with structured matrices.
• Structured conditioning of matrix functions
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• Enhancing multiplex global efficiency
• Network analysis with the aid of the path length matrix
• The structured distance to singularity of a symmetric tridiagonal Toeplitz matrix
• Communication in multiplex transportation networks
• Edge importance in complex networks

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