Best available bounds for departure from normality

被引:10
作者
Lee, SL
机构
[1] Mathematical Sciences Section, Oak Ridge National Laboratory, Building 6012, Oak Ridge, TN 37831-6367
关键词
nonnormal matrix; departure from normality; condition numbers; eigenvalues;
D O I
10.1137/S0895479895285263
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The best available bounds for the departure from normality of a matrix are given. The significant properties of these lower and upper bounds are also described. For example, one of the upper bounds is a practical estimate that costs (at most) 2m multiplications, where m is the number of nonzeros in the matrix. In terms of applications, the results can be used to bound from above the sensitivity of eigenvalues to matrix perturbations or to bound from below the distance to the closest normal matrix.
引用
收藏
页码:984 / 991
页数:8
相关论文
共 17 条
[1]   BOUNDS FOR SPECTRAL RADIUS OF A MATRIX [J].
DERZKO, NA ;
PFEFFER, AM .
MATHEMATICS OF COMPUTATION, 1965, 19 (89) :62-&
[2]  
Descloux J, 1963, NUMER MATH, V5, P185, DOI [10.1007/BF01385889, DOI 10.1007/BF01385889]
[3]   ON MEASURES OF NON-NORMALITY FOR MATRICES [J].
EBERLEIN, PF .
AMERICAN MATHEMATICAL MONTHLY, 1965, 72 (09) :995-&
[4]   ON MEASURES OF NONNORMALITY OF MATRICES [J].
ELSNER, L ;
PAARDEKOOPER, MHC .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1987, 92 :107-123
[5]  
Gil M., 1993, LINEAR MULTILINEAR A, V35, P65
[6]   AN ANALYSIS OF THE TOTAL LEAST-SQUARES PROBLEM [J].
GOLUB, GH ;
VANLOAN, CF .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1980, 17 (06) :883-893
[7]   NORMAL MATRICES [J].
GRONE, R ;
JOHNSON, CR ;
SA, EM ;
WOLKOWICZ, H .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1987, 87 :213-225
[8]  
Henrici P., 1962, Numerische Mathematik, V4, P24, DOI [10.1007/BF01386294, 10.1007/bf01386294, DOI 10.1007/BF01386294]
[9]  
Kress R., 1974, Linear Algebra and Its Applications, V8, P109, DOI 10.1016/0024-3795(74)90049-4