Sensitivity Of matrix eigenvalues
暂无分享,去创建一个
A recent paper by Donald Gignac describes some difficulties with a certain matrix eigenvalue problem. This paper shows that the difficulties result from the naturue of the matrix itself. Quantities called condition numbers, which measure the sensitivity of the eigenvalues, are computed, and numerical results given.
[1] G. Stewart. Introduction to matrix computations , 1973 .
[2] J. H. Wilkinson. The algebraic eigenvalue problem , 1966 .
[3] D. Gignac. Solution of a complex quadratic eigenvalue problem , 1977 .
[4] Beresford N. Parlett,et al. Algorithm 517: A Program for Computing the Condition Numbers of Matrix Eigenvalues Without Computing Eigenvectors [F2] , 1977, TOMS.
[5] Brian T. Smith,et al. Matrix Eigensystem Routines — EISPACK Guide , 1974, Lecture Notes in Computer Science.