POLYNOMIAL ROOTS FROM COMPANION MATRIX EIGENVALUES

被引:6
作者
EDELMAN, A [1 ]
MURAKAMI, H [1 ]
机构
[1] HOKKAIDO UNIV,DEPT CHEM,QUANTUM CHEM LAB,SAPPORO,HOKKAIDO 060,JAPAN
关键词
ALGEBRAIC EQUATION; QR METHOD; EIGENVALUE;
D O I
10.2307/2153450
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In classical linear algebra, the eigenvalues of a matrix are sometimes defined as the roots of the characteristic polynomial. An algorithm to compute the roots of a polynomial by computing the eigenvalues of the corresponding companion matrix turns the tables on the usual definition. We derive a first-order error analysis of this algorithm that sheds light on both the underlying geometry of the problem as well as the numerical error of the algorithm. Our error analysis expands on work by Van Dooren and Dewilde in that it states that the algorithm is backward normwise stable in a sense that must be defined carefully. Regarding the stronger concept of a small componentwise backward error, our analysis predicts a small such error on a test suite of eight random polynomials suggested by Toh and Trefethen. However, we construct examples for which a small componentwise relative backward error is neither predicted nor obtained in practice. We extend our results to polynomial matrices, where the result is essentially the same, but the geometry becomes more complicated.
引用
收藏
页码:763 / 776
页数:14
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