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
Bor Plestenjak, Daniel Kressner
Publication date: 14 August 2024
Published in: BIT (Search for Journal in Brave)
random matriceseigenvalue condition numbersingular pencilsingular generalized eigenvalue problemrandomized numerical method
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix pencils (15A22)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some Generalized Functions for the Size Distribution of Income
- Title not available (Why is that?)
- How to generate random matrices from the classical compact groups
- Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
- The computation of Kronecker's canonical form of a singular pencil
- The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
- Accuracy and Stability of Numerical Algorithms
- Kronecker's canonical form and the QZ algorithm
- Title not available (Why is that?)
- Structured Backward Error and Condition of Generalized Eigenvalue Problems
- Title not available (Why is that?)
- The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part I
- An Algorithm for Generalized Matrix Eigenvalue Problems
- First order spectral perturbation theory of square singular matrix pencils
- The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part II
- Estimating Extremal Eigenvalues and Condition Numbers of Matrices
- Multishift Variants of the QZ Algorithm with Aggressive Early Deflation
- Title not available (Why is that?)
- A method for computing all values \({\lambda}\) such that \(A + {\lambda}B\) has a multiple eigenvalue
- Root polynomials and their role in the theory of matrix polynomials
- Solving Singular Generalized Eigenvalue Problems by a Rank-Completing Perturbation
- Wilkinson's bus: weak condition numbers, with an application to singular polynomial eigenproblems
- Distance Problems for Linear Dynamical Systems
- Staircase Failures Explained by Orthogonal Versal Forms
- Singular quadratic eigenvalue problems: linearization and weak condition numbers
- Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation
This page was built for publication: Analysis of eigenvalue condition numbers for a class of randomized numerical methods for singular matrix pencils
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587348)