New numerical algorithm for deflation of infinite and zero eigenvalues and full solution of quadratic eigenvalue problems

DOI10.1145/3401831MaRDI QIDQ5066573zbMATH OpenOpenAlexWikidataFDO

Authors Zlatko Drmač, Ivana Šain Glibić

Publication date 29 March 2022

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.05418

zbMATH Keywords

backward errorinfinite eigenvalues

Mathematics Subject Classification ID

Matrix pencils (15A22) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

Abstract: This paper presents a new method for computing all eigenvalues and eigenvectors of quadratic matrix pencil. It is an upgrade of the quadeig algorithm by Hammarling, Munro and Tisseur, which attempts to reveal and remove by deflation certain number of zero and infinite eigenvalues before QZ iterations. Proposed modifications of the quadeig framework are designed to enhance backward stability and to make the process of deflating infinite and zero eigenvalues more numerically robust. In particular, careful preprocessing allows scaling invariant/component-wise backward error and thus better condition number. Further, using an upper triangular version of the Kronecker canonical form enables deflating additional infinite eigenvalues, in addition to those inferred from the rank of leading coefficient matrix. Theoretical analysis and empirical evidence from thorough testing of the software implementation confirm superior numerical performances of the proposed method.

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Cited in

(4)

• An Algorithm for the Complete Solution of the Quartic Eigenvalue Problem
• Strongly minimal self-conjugate linearizations for polynomial and rational matrices
• A novel deflation technique for solving quadratic eigenvalue problems
• Numerical methods for eigenvalues of singular polynomial eigenvalue problems

Describes a project that uses

Uses Software

• LAPACK
• NLEVP

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