Well-conditioned eigenvalue problems that overflow

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Publication:6340487

arXiv2005.05356MaRDI QIDQ6340487FDOQ6340487


Authors: Carl Christian Kjelgaard Mikkelsen Edit this on Wikidata


Publication date: 11 May 2020

Abstract: In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are well-conditioned with respect to componentwise relative perturbations of the matrix. This class of matrices is well suited for testing software for computing eigenvectors as these routines must be able to handle overflow successfully.













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