Well-conditioned eigenvalue problems that overflow
Numerical Analysis
2020-05-13 v1 Numerical Analysis
Abstract
In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are well-conditioned with respect to componentwise relative perturbations of the matrix. This class of matrices is well suited for testing software for computing eigenvectors as these routines must be able to handle overflow successfully.
Cite
@article{arxiv.2005.05356,
title = {Well-conditioned eigenvalue problems that overflow},
author = {Carl Christian Kjelgaard Mikkelsen},
journal= {arXiv preprint arXiv:2005.05356},
year = {2020}
}
Comments
11 pages, 0 figures