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Sensitivity and computation of a defective eigenvalue
arXiv - CS - Numerical Analysis Pub Date : 2021-03-04 , DOI: arxiv-2103.03185
Zhonggang Zeng

A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper establishes a finitely bounded sensitivity of a defective eigenvalue with respect to perturbations that preserve the geometric multiplicity and the smallest Jordan block size. Based on this perturbation theory, numerical computation of a defective eigenvalue is regularized as a well-posed least squares problem so that it can be accurately carried out using floating point arithmetic even if the matrix is perturbed.

中文翻译:

缺陷特征值的灵敏度和计算

有缺陷的特征值已被证明对数据扰动和四舍五入非常敏感?误差,这在数值计算中是一个巨大的挑战,特别是当通过近似数据知道矩阵时。本文建立了一个缺陷特征值相对于扰动的有限界灵敏度,该扰动保持了几何多重性和最小的Jordan块大小。基于这种扰动理论,缺陷特征值的数值计算被规范化为一个摆正的最小二乘问题,因此,即使对矩阵进行了扰动,也可以使用浮点算术来精确地执行。
更新日期:2021-03-05
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