Estimating the Sensitivity of the Algebraic Structure of Pencils with Simple Eigenvalue Estimates
- 1 October 1990
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 11 (4) , 632-643
- https://doi.org/10.1137/0611046
Abstract
The sensitivity of the algebraic (Kronecker) structure of rectangular matrix pencils to perturbations in the coefficients is examined. Eigenvalue perturbation bounds in the spirit of Bauer–Fike are used to develop computational upper and lower bounds on the distance from a given pencil to one with a qualitatively different Kronecker structure. The sensitivity of the algebraic (Kronecker) structure of rectangular matrix pencils to perturbations in the coefficients is examined. Eigenvalue perturbation bounds in the spirit of Bauer–Fike are used to develop computational upper and lower bounds on the distance from a given pencil to one with a qualitatively different Kronecker structure.Keywords
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