Conditioning and backward error of block-symmetric block-tridiagonal linearizations of matrix polynomials
Abstract
For each square matrix polynomial of odd degree, a block-symmetric block-tridiagonal pencil was introduced by Antoniou and Vologiannidis in 2004, and a variation was introduced by Mackey et al. in 2010. These two pencils have several appealing properties, namely they are always strong linearizations of , they are easy to construct from the coefficients of , the eigenvectors of can be recovered easily from those of and , the two pencils are symmetric (resp. Hermitian) when is, and they preserve the sign characteristic of when is Hermitian. In this paper we study the numerical behavior of and . We compare the conditioning of a finite, nonzero, simple eigenvalue of , when considered an eigenvalue of and an eigenvalue of . We also compare the backward error of an approximate eigenpair of with the backward error of an approximate eigenpair of , where was recovered from in an appropriate way. When the matrix coefficients of have similar norms and is scaled so that the largest norm of the matrix coefficients of is one, we conclude that and have good numerical properties in terms of eigenvalue conditioning and backward error. Moreover, we compare the numerical behavior of with that of other well-studied linearizations in the literature, and conclude that performs better than these linearizations when has odd degree and has been scaled.
Cite
@article{arxiv.1706.04150,
title = {Conditioning and backward error of block-symmetric block-tridiagonal linearizations of matrix polynomials},
author = {M. I. Bueno and F. M. Dopico and S. Furtado and L. Medina},
journal= {arXiv preprint arXiv:1706.04150},
year = {2017}
}