Improving backward stability of Sakurai-Sugiura method with balancing technique in polynomial eigenvalue problem

被引:4
作者
Chen, Hongjia [1 ]
Imakura, Akira [1 ]
Sakurai, Tetsuya [1 ]
机构
[1] Univ Tsukuba, Dept Comp Sci, 1-1-1 Tennodai, Tsukuba, Ibaraki 3058573, Japan
关键词
ERROR;
D O I
10.21136/AM.2017.0016-17
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
One of the most efficient methods for solving the polynomial eigenvalue problem (PEP) is the Sakurai-Sugiura method with Rayleigh-Ritz projection (SS-RR), which finds the eigenvalues contained in a certain domain using the contour integral. The SS-RR method converts the original PEP to a small projected PEP using the Rayleigh-Ritz projection. However, the SS-RR method suffers from backward instability when the norms of the coefficient matrices of the projected PEP vary widely. To improve the backward stability of the SS-RR method, we combine it with a balancing technique for solving a small projected PEP. We then analyze the backward stability of the SS-RR method. Several numerical examples demonstrate that the SS-RR method with the balancing technique reduces the backward error of eigenpairs of PEP.
引用
收藏
页码:357 / 375
页数:19
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