Sensitivity and computation of a defective eigenvalue

DOI10.1137/15M1016266MaRDI QIDQ3185667zbMATH OpenFDO

Authors Zhonggang Zeng

Publication date 4 August 2016

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.03185

zbMATH Keywords

defective eigenvalueregularizationsensitivity

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22)

Abstract: A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper establishes a finitely bounded sensitivity of a defective eigenvalue with respect to perturbations that preserve the geometric multiplicity and the smallest Jordan block size. Based on this perturbation theory, numerical computation of a defective eigenvalue is regularized as a well-posed least squares problem so that it can be accurately carried out using floating point arithmetic even if the matrix is perturbed.

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Cited in

(7)

• The numerical Jordan form
• The verification of multiplicity support of a defective eigenvalue of a real matrix
• Berechnung der Parameterempfindlichkeiten der Eigenwerte aus der Resolvente einer Matrix
• Computation of Imperfection‐Sensitivity at Two‐Fold Branching Points
• A Newton’s iteration converges quadratically to nonisolated solutions too
• Verified error bounds for eigenvalues of geometric multiplicity \(q\) and corresponding invariant subspaces
• Sensitivity of the eigenvalues of a defective matrix

Describes a project that uses

Uses Software

• JNF

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