Normwise scaling of second order polynomial matrices

Hung Yuan Fan, Wen Wei Lin, Paul Van Dooren

Research output: Contribution to journalArticle

36 Citations (Scopus)

Abstract

We propose a minimax scaling procedure for second order polynomial matrices that aims to minimize the backward errors incurred in solving a particular linearized generalized eigenvalue problem. We give numerical examples to illustrate that it can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.

Original languageEnglish
Pages (from-to)252-256
Number of pages5
JournalSIAM Journal on Matrix Analysis and Applications
Volume26
Issue number1
DOIs
Publication statusPublished - 2005 Mar 14

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Keywords

  • Balancing
  • Generalized eigenvalues
  • QZ algorithm

ASJC Scopus subject areas

  • Analysis

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