Backward Error Analysis of Polynomial Eigenvalue Problems Solved by Linearization

We perform a backward error analysis of polynomial eigenvalue problems solved via linearization. Through the use of dual minimal bases, we unify the construction of strong linearizations for many different polynomial bases. By inspecting the prototypical linearizations for polynomials expressed in a number of classical bases, we are able to identify a small number of driving factors involved in the growth of the backward error. One of the primary factors is found to be the norm of the block vector of coefficients of the polynomial, which is consistent with the current literature. We derive upper bounds for the backward errors for specific linearizations, and these are shown to be reasonable estimates for the computed backward errors.

[1]  Rémi Vaillancourt,et al.  Polynomial zerofinding iterative matrix algorithms , 1995 .

[2]  P. Lancaster Linearization of regular matrix polynomials , 2008 .

[3]  Jr. G. Forney,et al.  Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems , 1975 .

[4]  Wim Michiels,et al.  Linearization of Lagrange and Hermite interpolating matrix polynomials , 2015 .

[5]  A. C. R. Newbery A family of test matrices , 1964, CACM.

[6]  A. Edelman,et al.  Polynomial roots from companion matrix eigenvalues , 1995 .

[7]  Lloyd N. Trefethen,et al.  Barycentric Lagrange Interpolation , 2004, SIAM Rev..

[8]  R. C. Thompson Interlacing inequalities for invariant factors , 1979 .

[9]  Thomas Kailath,et al.  Linear Systems , 1980 .

[10]  R. M. Corless,et al.  Generalized Companion Matrices in the Lagrange Bases , 2004 .

[11]  James Demmel,et al.  LAPACK Users' Guide, Third Edition , 1999, Software, Environments and Tools.

[12]  P. Lancaster,et al.  Linearization of matrix polynomials expressed in polynomial bases , 2008 .

[13]  I. Gohberg,et al.  General theory of regular matrix polynomials and band Toeplitz operators , 1988 .

[14]  F. Tisseur Backward error and condition of polynomial eigenvalue problems , 2000 .

[15]  I. J. Good THE COLLEAGUE MATRIX, A CHEBYSHEV ANALOGUE OF THE COMPANION MATRIX , 1961 .

[16]  P. Dooren,et al.  The eigenstructure of an arbitrary polynomial matrix : Computational aspects , 1983 .

[17]  P. Dooren,et al.  Constructing strong ℓ-ifications from dual minimal bases , 2016 .

[18]  Nicholas J. Higham,et al.  Backward Error of Polynomial Eigenproblems Solved by Linearization , 2007, SIAM J. Matrix Anal. Appl..