Structured eigenvalue condition numbers

被引:43
|
作者
Karow, Michael
Kressner, Daniel
Tisseur, Francoise
机构
[1] TU Berlin, Inst Math, D-10623 Berlin, Germany
[2] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
[3] Umea Univ, Dept Comp Sci, S-90187 Umea, Sweden
关键词
structured eigenvalue problem; condition number; Jordan algebra; Lie algebra; automorphism group; symplectic; perplectic; pseudo-orthogonal; pseudo-unitary; complex symmetric; persymmetric; perskew-symmetric; Hamiltonian; skew-Hamiltonian; structure preservation;
D O I
10.1137/050628519
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper investigates the effect of structure-preserving perturbations on the eigenvalues of linearly and nonlinearly structured eigenvalue problems. Particular attention is paid to structures that form Jordan algebras, Lie algebras, and automorphism groups of a scalar product. Bounds and computable expressions for structured eigenvalue condition numbers are derived for these classes of matrices, which include complex symmetric, pseudo-symmetric, persymmetric, skew-symmetric, Hamiltonian, symplectic, and orthogonal matrices. In particular we show that under reasonable assumptions on the scalar product, the structured and unstructured eigenvalue condition numbers are equal for structures in Jordan algebras. For Lie algebras, the effect on the condition number of incorporating structure varies greatly with the structure. We identify Lie algebras for which structure does not affect the eigenvalue condition number.
引用
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页码:1052 / 1068
页数:17
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