Analysis of eigenvalue condition numbers for a class of randomized numerical methods for singular matrix pencils

DOI10.1007/S10543-024-01033-WzbMATH Open1545.6516MaRDI QIDQ6587348FDOQ6587348

Authors: Daniel Kressner, Bor Plestenjak 

Publication date: 14 August 2024

Published in: BIT (Search for Journal in Brave)

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zbMATH Keywords

random matriceseigenvalue condition numbersingular pencilsingular generalized eigenvalue problemrandomized numerical method

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix pencils (15A22)

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• Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation
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