On the numerical condition of a generalized Hankel eigenvalue problem

被引:24
作者
Beckermann, B. [1 ]
Golub, G. H.
Labahn, G.
机构
[1] UST Lille, IFR MAth M3, Lab Painleve UMR 8524 ANO EDP, F-59655 Villeneuve Dascq, France
[2] Stanford Univ, Stanford, CA 94305 USA
[3] Univ Waterloo, David R Cheriton Sch Comp Sci, Waterloo, ON N2L 3G1, Canada
关键词
D O I
10.1007/s00211-006-0054-x
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The generalized eigenvalue problem (H) over tildey=lambda Hy with H a Hankel matrix and (H) over tilde the corresponding shifted Hankel matrix occurs in number of applications such as the reconstruction of the shape of a polygon from its moments, the determination of abscissa of quadrature formulas, of poles of Pade approximants, or of the unknown powers of a sparse black box polynomial in computer algebra. In many of these applications, the entries of the Hankel matrix are only known up to a certain precision. We study the sensitivity of the nonlinear application mapping the vector of Hankel entries to its generalized eigenvalues. A basic tool in this study is a result on the condition number of Vandermonde matrices with not necessarily real abscissas which are possibly row-scaled.
引用
收藏
页码:41 / 68
页数:28
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