Fast Condition Estimation for a Class of Structured Eigenvalue Problems

DOI10.1137/070707713zbMath1223.65026OpenAlexW2064561706MaRDI QIDQ3642852

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Publication date: 6 November 2009

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

Full work available at URL: https://semanticscholar.org/paper/f23faa97cf717c5b477a3de583d15e39cd0d8c84

zbMATH Keywords

algorithmnumerical exampleseigenvaluesskew-HermitianunitaryHermitianstatistical condition estimationlow rank modificationstructured Sylvester equationdiagonal block swappingsequentially semiseparable structurestructured Schur decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items

Small sample statistical condition estimation for the total least squares problem, Improved Bounds for Small-Sample Estimation, Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation, Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations, Structured condition numbers of structured Tikhonov regularization problem and their estimations, Fast algorithms for hierarchically semiseparable matrices

Uses Software

• MultRoot
• HQR3