Backward errors and small-sample condition estimation for ⋆-Sylveter equations

DOI10.1080/00207160.2017.1280155zbMATH Open1393.15018arXiv1607.01088OpenAlexW2963450398MaRDI QIDQ3174887FDOQ3174887

Authors: Hong Yan, Eric King-wah Chu, Huai-An Diao 

Publication date: 18 July 2018

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

Abstract: In this paper, we adopt a componentwise perturbation analysis for $star$-Sylvester equations. Based on the small condition estimation (SCE), we devise the algorithms to estimate normwise, mixed and componentwise condition numbers for $star$-Sylvester equations. We also define a componentwise backward error with a sharp and easily computable bound. Numerical examples illustrate that our algorithm under componentwise perturbations produces reliable estimates, and the new derived computable bound for the componentwise backward error is sharp and reliable for well conditioned and moderate ill-conditioned $star$-Sylvester equations under large or small perturbations.

Full work available at URL: https://arxiv.org/abs/1607.01088

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zbMATH Keywords

condition numberperturbationSylvester equation

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Matrix equations and identities (15A24)

Cites Work

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Cited In (5)

• On the \(\star\)-Sylvester equation \(AX\pm X^{\star} B^{\star} = C\)
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
• Structured condition number for multiple right-hand side linear systems with parameterized quasiseparable coefficient matrix
• Small-sample statistical condition estimation of rational Riccati equations

Uses Software

• LAPACK
• mctoolbox
• Algorithm 432

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