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The sensitivity of eigenvalues of structured matrices under general or structured perturbations of the matrix entries has been thoroughly studied in the literature. Error bounds are available and the pseudospectrum can be computed to gain…

Numerical Analysis · Mathematics 2019-04-30 Silvia Noschese , Lothar Reichel

This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…

Numerical Analysis · Mathematics 2020-08-11 Eric Cancès , Geneviève Dusson , Yvon Maday , Benjamin Stamm , Martin Vohralík

For each square matrix polynomial $P(\lambda)$ of odd degree, a block-symmetric block-tridiagonal pencil $\mathcal{T}_{P}(\lambda)$ was introduced by Antoniou and Vologiannidis in 2004, and a variation $\mathcal{R}_P(\lambda)$ was…

Numerical Analysis · Mathematics 2017-06-14 M. I. Bueno , F. M. Dopico , S. Furtado , L. Medina

This paper is devoted to the study of perturbations of a matrix pencil, structured or unstructured, such that a perturbed pencil will reproduce a given deflating pair while maintaining the invariance of the complementary deflating pair. If…

Numerical Analysis · Mathematics 2020-03-09 Bibhas Adhikari , Biswa Nath Datta , Tinku Ganai , Michael Karow

This paper investigates structural changes in the parameters of first-order autoregressive models by analyzing the edge eigenvalues of the precision matrices. Specifically, edge eigenvalues in the precision matrix are observed if and only…

Methodology · Statistics 2026-01-14 Junho Yang

We consider the distance from a (square or rectangular) matrix pencil to the nearest matrix pencil in 2-norm that has a set of specified eigenvalues. We derive a singular value optimization characterization for this problem and illustrate…

Numerical Analysis · Mathematics 2012-05-22 Daniel Kressner , Emre Mengi , Ivica Nakic , Ninoslav Truhar

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

Generalized eigenvalue problems involving a singular pencil are very challenging to solve, both with respect to accuracy and efficiency. The existing package Guptri is very elegant but may sometimes be time-demanding, even for small and…

Numerical Analysis · Mathematics 2020-02-18 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

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…

Numerical Analysis · Mathematics 2020-05-13 Carl Christian Kjelgaard Mikkelsen

We design a fast implicit real QZ algorithm for eigenvalue computation of structured companion pencils arising from linearizations of polynomial rootfinding problems. The modified QZ algorithm computes the generalized eigenvalues of an…

Numerical Analysis · Mathematics 2017-03-27 Paola Boito , Yuli Eidelman , Luca Gemignani

This paper is devoted to the study of preservation of eigenvalues, Jordan structure and complementary invariant subspaces of structured matrices under structured perturbations. Perturbations and structure-preserving perturbations are…

Numerical Analysis · Mathematics 2020-06-18 Tinku Ganai , Bibhas Adhikari

A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper…

Numerical Analysis · Mathematics 2021-03-05 Zhonggang Zeng

We study the backward stability of running a backward stable eigenstructure solver on a pencil $S(\lambda)$ that is a strong linearization of a rational matrix $R(\lambda)$ expressed in the form $R(\lambda)=D(\lambda)+ C(\lambda…

Numerical Analysis · Mathematics 2021-03-31 Froilán M. Dopico , María C. Quintana , Paul Van Dooren

We study the eigenvalue problem for some special class of anti-triangular matrices. Though the eigenvalue problem is quite classical, as far as we know, almost nothing is known about properties of eigenvalues for anti-triangular matrices.…

Rings and Algebras · Mathematics 2014-03-27 Hiroyuki Ochiai , Makiko Sasada , Tomoyuki Shirai , Takashi Tsuboi

In this manuscript, a generalized inverse eigenvalue problem is considered that involves a linear pencil $(z\mathcal{J}_{[0,n]}-\mathcal{H}_{[0,n]})$ of matrices arising in the theory of rational interpolation and biorthogonal rational…

Functional Analysis · Mathematics 2020-08-24 Kiran Kumar Behera

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee

We solve the problem of determining the Weierstrass structure of a regular matrix pencil obtained by a low rank perturbation of another regular matrix pencil. We apply the result to find necessary and sufficient conditions for the existence…

Rings and Algebras · Mathematics 2024-04-01 Itziar Baragaña , Alicia Roca

In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…

Numerical Analysis · Mathematics 2016-08-24 Fatima Aboud , Francois Jauberteau , Guy Moebs , Didier Robert

A generalized eigenvalue algorithm for tridiagonal matrix pencils is presented. The algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some…

Numerical Analysis · Mathematics 2016-01-19 Kazuki Maeda , Satoshi Tsujimoto

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu