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
相关论文
共 42 条
[21]   DISTRIBUTED AND SHARED MEMORY BLOCK ALGORITHMS FOR THE TRIANGULAR SYLVESTER EQUATION WITH SEP(-1) ESTIMATORS [J].
KAGSTROM, B ;
POROMAA, P .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1992, 13 (01) :90-101
[22]  
KAROW M, 2005, 467 MANCH CTR COMP M
[23]   Perturbation analysis of Hamiltonian Schur and block-Schur forms [J].
Konstantinov, M ;
Mehrmann, V ;
Petkov, P .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2001, 23 (02) :387-424
[24]  
KONSTANTINOV M, 2003, STUDIES COMPUTATIONA, V9
[25]   Perturbation bounds for isotropic invariant subspaces of skew-Hamiltonian matrices [J].
Kressner, D .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2005, 26 (04) :947-961
[26]  
KRESSNER D, 2004, THESIS TU BERLIN BER
[27]   Perturbation analysis for the eigenproblem of periodic matrix pairs [J].
Lin, WW ;
Sun, JG .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2001, 337 (1-3) :157-187
[28]  
MACKEY DS, 2005, 466 MANCH CTR COMP M
[29]   Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils [J].
Mehrmann, V ;
Watkins, D .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2001, 22 (06) :1905-1925
[30]  
Mehrmann VL., 1991, The Autonomous Linear Quadratic Control Problem, Lecture Notes in Control and Information Sciences