Structured generalized eigenvalue condition numbers for parameterized quasiseparable matrices

被引:0
|
作者
Huai-An Diao
Qing-Le Meng
机构
[1] Northeast Normal University,School of Mathematics and Statistics
[2] Xiamen University,School of Mathematical Sciences
来源
BIT Numerical Mathematics | 2019年 / 59卷
关键词
Condition numbers; Simple generalized eigenvalue; Low-rank structured matrices; {1;1}-quasiseparable matrices; Quasiseparable representation; Givens-vector representation; 65F15; 65F35; 15A12; 15A18;
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摘要
In this paper, when A and B are {1;1}-quasiseparable matrices, we consider the structured generalized relative eigenvalue condition numbers of the pair (A,B)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(A, \, B)$$\end{document} with respect to relative perturbations of the parameters defining A and B in the quasiseparable and the Givens-vector representations of these matrices. A general expression is derived for the condition number of the generalized eigenvalue problems of the pair (A,B)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(A,\, B)$$\end{document}, where A and B are any differentiable function of a vector of parameters with respect to perturbations of such parameters. Moreover, the explicit expressions of the corresponding structured condition numbers with respect to the quasiseparable and Givens-vector representation via tangents for {1;1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{1; 1\}$$\end{document}-quasiseparable matrices are derived. Our proposed condition numbers can be computed efficiently by utilizing the recursive structure of quasiseparable matrices. We investigate relationships between various condition numbers of structured generalized eigenvalue problem when A and B are {1;1}-quasiseparable matrices. Numerical results show that there are situations in which the unstructured condition number can be much larger than the structured ones.
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页码:695 / 720
页数:25
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