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BALANCING REGULAR MATRIX PENCILS.
- Source :
- SIAM Journal on Matrix Analysis & Applications; 2006, Vol. 28 Issue 1, p253-263, 11p, 3 Charts
- Publication Year :
- 2006
-
Abstract
- We present a new diagonal balancing technique for regular matrix pencils λB — A, which aims at reducing the sensitivity of the corresponding generalized eigenvalues. It is inspired by the balancing technique of a square matrix A and has a comparable complexity. The diagonally scaled pencil has row and column norms that are balanced in a precise sense. We also show that balancing a pencil boils down to making it closer to some standardized normal pencil. We give numerical examples illustrating that the sensitivity of generalized eigenvalues of a pencil may significantly improve after balancing. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08954798
- Volume :
- 28
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Matrix Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 21489529
- Full Text :
- https://doi.org/10.1137/S0895479804440931