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We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…

Numerical Analysis · Mathematics 2010-11-22 Luka Grubišić , Ninoslav Truhar , Krešimir Veselić

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly…

Statistics Theory · Mathematics 2023-01-10 Yuxin Chen , Chen Cheng , Jianqing Fan

In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…

Numerical Analysis · Mathematics 2022-07-21 Robert I McLachlan , Christian Offen

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 note we study the eigenvalue problem for a quadratic form associated with Strichartz estimates for the Schr\"{o}dinger equation, proving in particular a sharp Strichartz inequality for the case of odd initial data. We also describe…

Classical Analysis and ODEs · Mathematics 2022-02-08 Felipe Gonçalves , Don Zagier

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

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our…

Numerical Analysis · Mathematics 2018-02-22 Elias Jarlebring

We derive computable expressions of structured backward errors of approximate eigenelements of *-palindromic and *-anti-palindromic matrix polynomials. We also characterize minimal structured perturbations such that approximate…

Numerical Analysis · Mathematics 2009-08-13 Bibhas Adhikari

This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…

Numerical Analysis · Mathematics 2017-06-13 Zhi Zhao , Zheng-Jian Bai , Xiao-Qing Jin

This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…

Numerical Analysis · Mathematics 2017-01-18 R. Corban Harwood , Mitch Main

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

This paper is concerned with the design and analysis of a fully adaptive eigenvalue solver for linear symmetric operators. After transforming the original problem into an equivalent one formulated on $\ell_2$, the space of square summable…

Numerical Analysis · Mathematics 2007-11-08 W. Dahmen , T. Rohwedder , R. Schneider , A. Zeiser

For standard eigenvalue problems, a closed-form expression for the condition numbers of a multiple eigenvalue is known. In particular, they are uniformly 1 in the Hermitian case, and generally take different values in the non-Hermitian…

Numerical Analysis · Mathematics 2011-07-13 Yuji Nakatsukasa

A standard perturbation result states that perturbed eigenvalues and eigenprojections admit a perturbation series provided that the operator norm of the perturbation is smaller than a constant times the corresponding eigenvalue isolation…

Functional Analysis · Mathematics 2019-10-21 Martin Wahl

In this paper, we concentrate on the backward error and condition number of the indefinite least squares problem. For the normwise backward error of the indefinite least square problem, we adopt the linearization method to derive the tight…

Numerical Analysis · Mathematics 2016-12-21 Huai-An Diao , Tong-Yu Zhou

In this paper, we compute the structured eigenvalue backward error of a Rosenbrock system matrix $S(z)=\left[\begin{array}{cc} A-zI & B \\ C & P(z) \end{array}\right]$ for a given scalar $\lambda\in \mathbb C$. We have developed simplified…

Optimization and Control · Mathematics 2025-11-21 Anshul Prajapati , Punit Sharma

The condition number for eigenvalue computations is a well--studied quantity. But how small can we expect it to be? Namely, which is a perfectly conditioned matrix w.r.t. eigenvalue computations? In this note we answer this question with…

Numerical Analysis · Mathematics 2021-05-18 Carlos Beltrán , Laurent Bétermin , Peter Grabner , Stefan Steinerberger

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the…

Numerical Analysis · Mathematics 2011-12-15 Wolf-Jürgen Beyn

In this work, we study the spectral properties of matrix Hamiltonians generated by linearizing the nonlinear Schr\"odinger equation about soliton solutions. By a numerically assisted proof, we show that there are no embedded eigenvalues for…

Analysis of PDEs · Mathematics 2015-05-18 Jeremy L. Marzuola , Gideon Simpson