Locating a nearest matrix with an eigenvalue of prespecified algebraic multiplicity

DOI10.1007/S00211-010-0326-3MaRDI QIDQ537877zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(9)

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

Describes a project that uses

Uses Software

• L-BFGS
• ARPACK

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