Componentwise perturbation analysis for the generalized Schur decomposition

被引:4
|
作者
Zhang, Guihua [1 ]
Li, Hanyu [1 ]
Wei, Yimin [2 ,3 ]
机构
[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China
[2] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
[3] Fudan Univ, Shanghai Key Lab Contemporary Appl Math, Shanghai 200433, Peoples R China
基金
中国国家自然科学基金;
关键词
Generalized Schur decomposition; Linear componentwise perturbation bound; Nonlinear componentwise perturbation bound; Chordal metric; Condition number; CONDITION NUMBERS; BOUNDS; ERROR;
D O I
10.1007/s10092-022-00463-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By defining two important terms called basic perturbation vectors and obtaining their linear bounds, we obtain the linear componentwise perturbation bounds for unitary factors and upper triangular factors of the generalized Schur decomposition. The perturbation bounds for the diagonal elements of the upper triangular factors and the generalized invariant subspace are also derived. From the former, we present an upper bound and a condition number of the generalized eigenvalue. Furthermore, with numerical iterative method, the nonlinear componentwise perturbation bounds of the generalized Schur decomposition are also provided. Numerical examples are given to test the obtained bounds. Among them, we compare our upper bound and condition number of the generalized eigenvalue with their counterparts given in the literature. Numerical results show that they are very close to each other but our results don't contain the information on the left and right generalized eigenvectors.
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页数:32
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