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research article

Structured eigenvalue condition numbers

Karow, Michael
•
Kressner, Daniel  
•
Tisseur, Francoise
2006
SIAM Journal On Matrix Analysis And Applications

This paper investigates the effect of structure-preserving perturbations on the eigenvalues of linearly and nonlinearly structured eigenvalue problems. Particular attention is paid to structures that form Jordan algebras, Lie algebras, and automorphism groups of a scalar product. Bounds and computable expressions for structured eigenvalue condition numbers are derived for these classes of matrices, which include complex symmetric, pseudo-symmetric, persymmetric, skew-symmetric, Hamiltonian, symplectic, and orthogonal matrices. In particular we show that under reasonable assumptions on the scalar product, the structured and unstructured eigenvalue condition numbers are equal for structures in Jordan algebras. For Lie algebras, the effect on the condition number of incorporating structure varies greatly with the structure. We identify Lie algebras for which structure does not affect the eigenvalue condition number.

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Type
research article
DOI
10.1137/050628519
Author(s)
Karow, Michael
Kressner, Daniel  
Tisseur, Francoise
Date Issued

2006

Publisher

Society for Industrial and Applied Mathematics

Published in
SIAM Journal On Matrix Analysis And Applications
Volume

28

Issue

4

Start page

1052

End page

1068

Subjects

structured eigenvalue problem

•

condition number

•

Jordan algebra

•

Lie algebra

•

automorphism group

•

symplectic

•

perplectic

•

pseudo-orthogonal

•

pseudo-unitary

•

complex symmetric

•

persymmetric

•

perskew-symmetric

•

Hamiltonian

•

skew-Hamiltonian

•

structure preservation

•

Backward Error

•

Perturbations

•

Chart

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/20.500.14299/67074
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