Locating a nearest matrix with an eigenvalue of prespecified algebraic multiplicity

DOI10.1007/S00211-010-0326-3zbMATH Open1219.65046OpenAlexW2104957738MaRDI QIDQ537877FDOQ537877

Emre Mengi

Publication date: 23 May 2011

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-010-0326-3

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zbMATH Keywords

computational efficiencymultiple eigenvaluealgebraic eigenvalue problemnumerical experimentationWilkinson distance

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• ARPACK Users' Guide
• Matrix Analysis
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• On the limited memory BFGS method for large scale optimization
• A locally-biased form of the DIRECT algorithm.
• Lipschitzian optimization without the Lipschitz constant
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• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
• Numerical computation of an analytic singular value decomposition of a matrix valued function
• An algorithm for finding the absolute extremum of a function
• A Sequential Method Seeking the Global Maximum of a Function
• Störungstheorie der Spektralzerlegung. I. Analytische Störung der isolierten Punkteigenwerte eines beschränkten Operators
• A formula for computation of the real stability radius
• Note on matrices with a very ill-conditioned eigenproblem
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• Properties of numerical algorithms related to computing controllability
• A formula for the 2-norm distance from a matrix to the set of matrices with multiple eigenvalues
• On sensitivity of eigenvalues and eigendecompositions of matrices
• Properties of a matrix with a very ill-conditioned eigenproblem
• On neighbouring matrices with quadratic elementary divisors
• Computing stable eigendecompositions of matrices
• Störungstheorie der Spektralzerlegung. II. Mitt. Stetige Abhängigkeit der Spektralschar von einem Parameter
• Störungstheorie der Spektralzerlegung. 4. Mitt
• Störungstheorie der Spektralzerlegung. 5
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Cited In (8)

• Distance bounds for prescribed multiple eigenvalues of matrix polynomials
• The verification of multiplicity support of a defective eigenvalue of a real matrix
• Matrix polynomials with specified eigenvalues
• On the distance from a matrix polynomial to matrix polynomials with k prescribed distinct eigenvalues
• Nearest matrix with prescribed eigenvalues and its applications
• On the Distance to the Nearest Defective Matrix
• Distance evaluation to the set of matrices with multiple eigenvalues
• Nearest matrix with a prescribed eigenvalue of bounded multiplicities

Uses Software

• L-BFGS
• ARPACK

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