English

Conditioning and backward error of block-symmetric block-tridiagonal linearizations of matrix polynomials

Numerical Analysis 2017-06-14 v1

Abstract

For each square matrix polynomial P(λ)P(\lambda) of odd degree, a block-symmetric block-tridiagonal pencil TP(λ)\mathcal{T}_{P}(\lambda) was introduced by Antoniou and Vologiannidis in 2004, and a variation RP(λ)\mathcal{R}_P(\lambda) was introduced by Mackey et al. in 2010. These two pencils have several appealing properties, namely they are always strong linearizations of P(λ)P(\lambda), they are easy to construct from the coefficients of P(λ)P(\lambda), the eigenvectors of P(λ)P(\lambda) can be recovered easily from those of TP(λ)\mathcal{T}_P(\lambda) and RP(λ)\mathcal{R}_P(\lambda), the two pencils are symmetric (resp. Hermitian) when P(λ)P(\lambda) is, and they preserve the sign characteristic of P(λ)P(\lambda) when P(λ)P(\lambda) is Hermitian. In this paper we study the numerical behavior of TP(λ)\mathcal{T}_{P}(\lambda) and RP(λ)\mathcal{R}_P(\lambda). We compare the conditioning of a finite, nonzero, simple eigenvalue δ\delta of P(λ)P(\lambda), when considered an eigenvalue of P(λ)P(\lambda) and an eigenvalue of TP(λ)\mathcal{T}_{P}(\lambda). We also compare the backward error of an approximate eigenpair (z,δ)(z,\delta) of TP(λ)\mathcal{T}_{P}(\lambda) with the backward error of an approximate eigenpair (x,δ)(x,\delta) of P(λ)P(\lambda), where xx was recovered from zz in an appropriate way. When the matrix coefficients of P(λ)P(\lambda) have similar norms and P(λ)P(\lambda) is scaled so that the largest norm of the matrix coefficients of P(λ)P(\lambda) is one, we conclude that TP(λ)\mathcal{T}_{P}(\lambda) and RP(λ)\mathcal{R}_P(\lambda) have good numerical properties in terms of eigenvalue conditioning and backward error. Moreover, we compare the numerical behavior of TP(λ)\mathcal{T}_{P}(\lambda) with that of other well-studied linearizations in the literature, and conclude that TP(λ)\mathcal{T}_{P}(\lambda) performs better than these linearizations when P(λ)P(\lambda) has odd degree and has been scaled.

Keywords

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}
}