An Algorithm for the Generalized Eigenvalue Problem for Nonsquare Matrix Pencils by Minimal Perturbation Approach

DOI10.1137/14099231XzbMath1376.65050MaRDI QIDQ2797108

Kazuo Murota, Shinji Ito

Publication date: 4 April 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

total least squaresgeneralized eigenvaluenonsquare pencil

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Matrix pencils (15A22)

Related Items

Least-Squares Spectral Methods for ODE Eigenvalue Problems ⋮ Stable polefinding and rational least-squares fitting via eigenvalues ⋮ A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils ⋮ Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils ⋮ Projection Method for Eigenvalue Problems of Linear Nonsquare Matrix Pencils ⋮ Rectangular eigenvalue problems

Uses Software

• VanHuffel
• Eigtool
• StratiGraph

Cites Work

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• An Analysis of the Total Least Squares Problem
• The use of total least squares data fitting in the shape-from-moments problem
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• Perturbation theory for rectangular matrix pencils
• The Total Least Squares Problem in AX≈B: A New Classification with the Relationship to the Classical Works
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS
• Perturbation Theory of a Nonlinear Game of von Neumann
• Generalized Eigenvalues of Nonsquare Pencils with Structure
• A Geometric Approach to Perturbation Theory of Matrices and Matrix Pencils. Part I: Versal Deformations
• Pseudospectra of rectangular matrices
• Computation and presentation of graphs displaying closure hierarchies of Jordan and Kronecker structures
• Estimating the Sensitivity of the Algebraic Structure of Pencils with Simple Eigenvalue Estimates
• On a Generalized Eigenvalue Problem for Nonsquare Pencils
• Shape from Moments—An Estimation Theory Perspective
• Generalized eigenvalue problems with specified eigenvalues
• The Generalized Eigenvalue Problem for Nonsquare Pencils Using a Minimal Perturbation Approach

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