Structured condition numbers for invariant subspaces

被引:36
作者
Byers, Ralph
Kressner, Daniel
机构
[1] Univ Kansas, Dept Math, Lawrence, KS 66045 USA
[2] Umea Univ, Dept Comp Sci, S-90187 Umea, Sweden
关键词
structured eigenvalue problem; invariant subspace; perturbation theory; condition number; deflating subspace; block cyclic; Hamiltonian; orthogonal; palindromic;
D O I
10.1137/050637601
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Invariant subspaces of structured matrices are sometimes better conditioned with respect to structured perturbations than with respect to general perturbations. Sometimes they are not. This paper proposes an appropriate condition number c(S), for invariant subspaces subject to structured perturbations. Several examples compare c(S) with the unstructured condition number. The examples include block cyclic, Hamiltonian, and orthogonal matrices. This approach extends naturally to structured generalized eigenvalue problems such as palindromic matrix pencils.
引用
收藏
页码:326 / 347
页数:22
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