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research article

Structured Hölder condition numbers for multiple eigenvalues

Kressner, D.  
•
Peláez, M. J.
•
Moro, J.
2009
SIAM Journal on Matrix Analysis and Applications

The sensitivity of a multiple eigenvalue of a matrix under perturbations can be measured by its Hölder condition number. Various extensions of this concept are considered. A meaningful notion of structured Hölder condition numbers is introduced, and it is shown that many existing results on structured condition numbers for simple eigenvalues carry over to multiple eigenvalues. The structures investigated in more detail include real, Toeplitz, Hankel, symmetric, skewsymmetric, Hamiltonian, and skew-Hamiltonian matrices. Furthermore, unstructured and structured Hölder condition numbers for multiple eigenvalues of matrix pencils are introduced. Particular attention is given to symmetric/skew-symmetric, Hermitian, and palindromic pencils. It is also shown how matrix polynomial eigenvalue problems can be covered within this framework. © by SIAM.

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Type
research article
DOI
10.1137/060672893
Author(s)
Kressner, D.  
Peláez, M. J.
Moro, J.
Date Issued

2009

Publisher

Society for Industrial and Applied Mathematics

Published in
SIAM Journal on Matrix Analysis and Applications
Volume

31

Issue

1

Start page

175

End page

201

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ANCHP  
Available on Infoscience
May 5, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/67084
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