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STRUCTURED BACKWARD ERROR AND CONDITION OF GENERALIZED EIGENVALUE PROBLEMS.

Authors :
Higham, Desmond J.
Higham, Nicholas J.
Source :
SIAM Journal on Matrix Analysis & Applications. 1998, Vol. 20 Issue 2, p493-512. 20p.
Publication Year :
1998

Abstract

Backward errors and condition numbers are defined and evaluated for eigenvalues and eigenvectors of generalized eigenvalue problems. Both normwise and componentwise measures are used. Unstructured problems are considered first, and then the basic definitions are extended so that linear structure in the coefficient matrices (for example, Hermitian, Toeplitz, Hamiltonian, or band structure) is preserved by the perturbations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
20
Issue :
2
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
13213495
Full Text :
https://doi.org/10.1137/S0895479896313188