Structured backward error and condition of generalized eigenvalue problems

Citation
Dj. Higham et Nj. Higham, Structured backward error and condition of generalized eigenvalue problems, SIAM J MATR, 20(2), 1998, pp. 493-512
Citations number
33
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
20
Issue
2
Year of publication
1998
Pages
493 - 512
Database
ISI
SICI code
0895-4798(199812)20:2<493:SBEACO>2.0.ZU;2-Y
Abstract
Backward errors and condition numbers are defined and evaluated for eigenva lues and eigenvectors of generalized eigenvalue problems. Both normwise and componentwise measures are used. Unstructured problems are considered firs t, and then the basic definitions are extended so that linear structure in the coefficient matrices (for example, Hermitian, Toeplitz, Hamiltonian, or band structure) is preserved by the perturbations.