Perturbation bounds for isotropic invariant subspaces of skew-Hamiltonian matrices

被引：6

作者：

Kressner, D ^{[1
]}

机构：

[1] Tech Univ Berlin, Math Inst, D-10623 Berlin, Germany

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2005年 / 26卷 / 04期

关键词：

skew-Hamiltonian; invariant subspace; perturbation analysis; Sylvester equation; Riccati equation;

D O I：

10.1137/S0895479803429752

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate the behavior of isotropic invariant subspaces of skew-Hamiltonian matrices under structured perturbations. It is shown that finding a nearby subspace is equivalent to solving a certain quadratic matrix equation. This connection is used to derive meaningful error bounds and condition numbers that can be used to judge the quality of invariant subspaces computed by strongly backward stable eigensolvers.

引用

页码：947 / 961

页数：15

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