病态本征系统及Jordan标准形式的计算

G. Golub, J. H. Wilkinson
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引用次数: 122

摘要

当矩阵a是缺陷矩阵或接近缺陷矩阵时,求解非正态矩阵a的完全特征值问题具有很大的实际困难。然而,在存在舍入误差的情况下,人们甚至不能确定一个矩阵是否有缺陷。讨论了计算Jordan标准形式的几种更稳定的方法,以及计算相关不变子空间的定义良好的基(通常是正交的)的替代方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Ill-conditioned eigensystems and the computation of the Jordan canonical form
The solution of the complete eigenvalue problem for a non-normal matrix A presents severe practical difficulties when A is defective or close to a defective matrix. However in the presence of rounding errors one cannot even determine whether or not a matrix is defective. Several of the more stable methods for computing the Jordan canonical form are discussed together with the alternative approach of computing well-defined bases (usually orthogonal) of the relevant invariant subspaces.
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