Perturbation analysis for the periodic generalized coupled Sylvester equation

DOI10.1080/00207160.2016.1274743zbMATH Open1391.65116arXiv1503.06484OpenAlexW2249939665MaRDI QIDQ3174880FDOQ3174880

Hanyu Li, Chan Zheng, Shaoxin Wang

Publication date: 18 July 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Abstract: In this paper, we consider the perturbation analysis for the periodic generalized coupled Sylvester (PGCS) equation. The normwise backward error for this equation is first obtained. Then, we present its normwise and componentwise perturbation bounds, from which the normwise and effective condition numbers are derived. Moreover, the mixed and componentwise condition numbers for the PGCS equation are also given. To estimate these condition numbers with high reliability, the probabilistic spectral norm estimator and the statistical condition estimation method are applied. The obtained results are illustrated by numerical examples.

Full work available at URL: https://arxiv.org/abs/1503.06484

zbMATH Keywords

condition numberfixed-point theoremperturbation boundbackward errorprobabilistic spectral norm estimatorSCE methodperiodic generalized coupled Sylvester equation

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35) Miscellaneous inequalities involving matrices (15A45)

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Cited In (8)

• Condition numbers for the K-weighted pseudoinverse and their statistical estimation
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Upper bounds and lower bounds for the Frobenius norm of the solution to certain structured Sylvester equation
• Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation
• Sensitivity analysis for the block Cholesky downdating problem
• Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
• On the perturbation bounds of projected generalized continuous-time Sylvester equations
• Structured condition numbers and statistical condition estimation for the \(LDU\) factorization

Uses Software

• mctoolbox

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