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Associated to a finite measure on the real line with finite moments are recurrence coefficients in a three-term formula for orthogonal polynomials with respect to this measure. These recurrence coefficients are frequently inputs to modern…

Numerical Analysis · Mathematics 2021-02-01 Zexin Liu , Akil Narayan

The inverse eigenvalue problem for real symmetric matrices of the form 0 0 0 . 0 0 * 0 0 0 . 0 * * 0 0 0 . * * 0 . . . . . . . 0 0 * . 0 0 0 0 * * . 0 0 0 * * 0 . 0 0 0 is solved. The solution is shown to be unique. The problem is also…

Rings and Algebras · Mathematics 2007-05-23 Olga Holtz

We consider a minimal realization of a rational matrix functions. We perturb the polynomial part and one of the constant matrices from the realization part. We derive explicit computable expressions of backward errors of approximate…

Numerical Analysis · Mathematics 2021-05-28 Namita Behera

The main objective of this talk is to develop a matrix pencil approach for the study of an initial value problem of a class of singular linear matrix differential equations whose coefficients are constant matrices. By using matrix pencil…

Dynamical Systems · Mathematics 2015-01-26 Grigoris Kalogeropoulos , Charalambos Kontzalis

We present here the necessary and sufficient conditions for the invertibility of tridiagonal matrices, commonly named Jacobi matrices, and explicitly compute their inverse. The techniques we use are related with the solution of…

Rings and Algebras · Mathematics 2018-07-23 A. M. Encinas , M. J. Jiménez

The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration. In this paper we extend the rational QZ method by introducing shifts and poles of higher multiplicity in the Hessenberg pencil, which is…

Numerical Analysis · Mathematics 2021-08-11 Thijs Steel , Daan Camps , Karl Meerbergen , Raf Vandebril

Consider a monic linear pencil $L(x) = I - A_1x_1 - \cdots - A_gx_g$ whose coefficients $A_j$ are $d \times d$ matrices. It is naturally evaluated at $g$-tuples of matrices $X$ using the Kronecker tensor product, which gives rise to its…

Rings and Algebras · Mathematics 2018-04-27 Igor Klep , Jurij Volčič

For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia

Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some…

Numerical Analysis · Mathematics 2008-09-23 Elias Jarlebring , Michiel E. Hochstenbach

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…

Classical Analysis and ODEs · Mathematics 2025-02-27 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

This paper presents a new method for computing all eigenvalues and eigenvectors of quadratic matrix pencil. It is an upgrade of the quadeig algorithm by Hammarling, Munro and Tisseur, which attempts to reveal and remove by deflation certain…

Numerical Analysis · Mathematics 2019-04-12 Zlatko Drmač , Ivana Šain Glibić

Hermann Minkowski introduced a function in 1904 which maps quadratic irrational numbers to rational numbers and this function is now known as Minkowski's question mark function since Minkowski used the notation $?(x)$. This function is a…

Classical Analysis and ODEs · Mathematics 2015-03-17 Zoé Dresse , Walter Van Assche

This work investigates a new approach to find closed form analytical approximate solution of linear initial value problems. Classical Bernoulli polynomials have been used to derive a finite set of orthonormal polynomials and a finite…

Numerical Analysis · Mathematics 2020-07-27 Udaya Pratap Singh

Orthogonal rational functions (ORF) on the unit circle generalize orthogonal polynomials (poles at infinity) and Laurent polynomials (poles at zero and infinity). In this paper we investigate the properties of and the relation between these…

Numerical Analysis · Mathematics 2017-12-05 Adhemar Bultheel , Ruyman Cruz-Barroso , Andreas Lasarow

This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…

Numerical Analysis · Mathematics 2019-07-26 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

First, an abstract scheme of constructing biorthogonal rational systems related to some interpolation problems is proposed. We also present a modification of the famous step-by-step process of solving the Nevanlinna-Pick problems for…

Classical Analysis and ODEs · Mathematics 2008-06-28 Maxim S. Derevyagin , Alexei S. Zhedanov

The standard approach for finding eigenvalues and eigenvectors of matrix polynomials starts by embedding the coefficients of the polynomial into a matrix pencil, known as linearization. Building on the pioneering work of Nakatsukasa and…

Numerical Analysis · Mathematics 2018-08-15 Javier Perez

Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's…

Classical Analysis and ODEs · Mathematics 2019-01-14 Daniel Duviol Tcheutia

Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization…

Numerical Analysis · Mathematics 2021-01-01 Michael C. Brennan , Mark Embree , Serkan Gugercin

Consider a symmetric matrix $A(v)\in\RR^{n\times n}$ depending on a vector $v\in\RR^n$ and satisfying the property $A(\alpha v)=A(v)$ for any $\alpha\in\RR\backslash{0}$. We will here study the problem of finding $(\lambda,v)\in\RR\times…

Numerical Analysis · Computer Science 2012-12-04 Elias Jarlebring , Simen Kvaal , Wim Michiels
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