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

DOI10.1007/S10543-024-01033-WMaRDI QIDQ6587348zbMATHFDO

Authors Daniel Kressner, Bor Plestenjak

Publication date 14 August 2024

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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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• Multishift Variants of the QZ Algorithm with Aggressive Early Deflation
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• Singular quadratic eigenvalue problems: linearization and weak condition numbers
• Solving Singular Generalized Eigenvalue Problems by a Rank-Completing Perturbation
• Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation
• Some Generalized Functions for the Size Distribution of Income
• Staircase Failures Explained by Orthogonal Versal Forms
• Structured Backward Error and Condition of Generalized Eigenvalue Problems
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
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• The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part II
• Wilkinson's bus: weak condition numbers, with an application to singular polynomial eigenproblems

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