Normwise scaling of second order polynomial matrices

被引：48

作者：

Fan, HY ^{[1
]}

Lin, WW

Van Dooren, P

机构：

[1] Natl Tsing Hua Univ, Dept Math, Hsinchu 300, Taiwan

[2] Univ Catholique Louvain, Dept Engn Math, B-1348 Louvain, Belgium

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2004年 / 26卷 / 01期

关键词：

generalized eigenvalues; QZ algorithm; balancing;

D O I：

10.1137/S0895479803434914

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose a minimax scaling procedure for second order polynomial matrices that aims to minimize the backward errors incurred in solving a particular linearized generalized eigenvalue problem. We give numerical examples to illustrate that it can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.

引用

页码：252 / 256

页数：5