ON COMPUTING CONDITION NUMBERS FOR THE NONSYMMETRIC EIGENPROBLEM

被引:24
作者
BAI, Z
DEMMEL, J
MCKENNEY, A
机构
[1] UNIV CALIF BERKELEY, DEPT MATH, BERKELEY, CA 94720 USA
[2] UNIV CALIF BERKELEY, DIV COMP SCI, BERKELEY, CA 94720 USA
[3] NYU, COURANT INST, NEW YORK, NY 10012 USA
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1993年 / 19卷 / 02期
关键词
ALGORITHMS; CONDITION NUMBERS; INVARIANT SUBSPACE; LAPACK; NONSYMMETRIC; SCHUR DECOMPOSITION; SYLVESTER EQUATION;
D O I
10.1145/152613.152617
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We review the theory of condition numbers for the nonsymmetric eigenproblem and give a tabular summary of bounds for eigenvalues, means of clusters of eigenvalues, eigenvectors, invariant subspaces, and related quantities. We describe the design of new algorithms for estimating these condition numbers. Fortran subroutines implementing these algorithms are in the LAPACK library [1].
引用
收藏
页码:202 / 223
页数:22
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