The generalized eigenvalue problem for nonsquare pencils using a minimal perturbation approach

被引:67
作者
Boutry, G
Elad, M
Golub, GH
Milanfar, P
机构
[1] Fac Libre Sci & Technol, Inst Catholic Lille, F-59046 Lille, France
[2] Technion Israel Inst Technol, Dept Comp Sci, IL-32000 Haifa, Israel
[3] Univ Calif Santa Cruz, Dept Elect Engn, Santa Cruz, CA 95064 USA
关键词
nonsquare pencils; generalized eigenvalue; pseudospectra;
D O I
10.1137/S0895479803428795
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
work focuses on nonsquare matrix pencils A - lambda B, where A, B is an element of M-m x n and m > n. Traditional methods for solving such nonsquare generalized eigenvalue problems (A- lambda B)(v) under bar = 0 are expected to lead to no solutions in most cases. In this paper we propose a different treatment: We search for the minimal perturbation to the pair ( A, B) such that these solutions are indeed possible. Two cases are considered and analyzed: (i) the case when n = 1 (vector pencils); and (ii) more generally, the n > 1 case with the existence of one eigenpair. For both, this paper proposes insight into the characteristics of the described problems along with practical numerical algorithms toward their solution. We also present a simplifying factorization for such nonsquare pencils, and some relations to the notion of pseudospectra.
引用
收藏
页码:582 / 601
页数:20
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