相关论文: Structured backward errors for eigenvalues of line…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
In these lectures notes, we review our recent works addressing various problems of finding the nearest stable system to an unstable one. After the introduction, we provide some preliminary background, namely, defining Port-Hamiltonian…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
We obtain the generic complete eigenstructures of complex Hermitian $n\times n$ matrix pencils with rank at most $r$ (with $r\leq n$). To do this, we prove that the set of such pencils is the union of a finite number of bundle closures,…
We study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends…
Assume that the eigenvalues of a finite hermitian linear operator have been deduced accurately but the linear operator itself could not be determined with precision. Given a set of eigenvalues $\lambda$ and a hermitian matrix $M$, this…
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…
In (relativistic) electronic structure methods, the quaternion matrix eigenvalue problem and the linear response (Bethe-Salpeter) eigenvalue problem for excitation energies are two frequently encountered structured eigenvalue problems.…
In this article we study the possibilities of recovering the structure of port-Hamiltonian systems starting from ``unlabelled'' ordinary differential equations describing mechanical systems. The algorithm we suggest solves the problem in…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators…
We consider a matrix pencil whose coefficients depend on a positive parameter $\epsilon$, and have asymptotic equivalents of the form $a\epsilon^A$ when $\epsilon$ goes to zero, where the leading coefficient $a$ is complex, and the leading…
In this paper, we consider linear boundary port-Hamiltonian distributed parameter systems on a time-varying spatial domain. We derive the specific time-varying Dirac structure that these systems give rise to and use it to formally establish…
Precision matrix estimation is a fundamental topic in multivariate statistics and modern machine learning. This paper proposes an adversarially perturbed precision matrix estimation framework, motivated by recent developments in adversarial…
Loewner matrix pencils play a central role in the system realization theory of Mayo and Antoulas, an important development in data-driven modeling. The eigenvalues of these pencils reveal system poles. How robust are the poles recovered via…
In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…
The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…
Structured rational matrices such as symmetric, skew-symmetric, Hamiltonian, skew-Hamiltonian, Hermitian, and para-Hermitian rational matrices arise in many applications. Linearizations of rational matrices have been introduced recently for…
This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…
In this paper, we discuss numerical methods for the eigenvalue decomposition of real symmetric matrices. While many existing methods can compute approximate eigenpairs with sufficiently small backward errors, the magnitude of the resulting…