Hongjia Chen, Teng Wang, Chun-Hua Zhang, Xiang Wang
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Solving the quadratic eigenvalue problem expressed in non-monomial bases by the tropical scaling
In this paper, we consider the quadratic eigenvalue problem (QEP) expressed in various commonly used bases, including Taylor, Newton, and Lagrange bases. We propose to investigate the backward errors of the computed eigenpairs and condition numbers of eigenvalues for QEP solved by a class of block Kronecker linearizations. To improve the backward error and condition number of the QEP expressed in a non-monomial basis, we combine the tropical scaling with the block Kronecker linearization. We then establish upper bounds for the backward error of an approximate eigenpair of the QEP relative to the backward error of an approximate eigenpair of the block Kronecker linearization with and without tropical scaling. Moreover, we get bounds for the normwise condition number of an eigenvalue of the QEP relative to that of the block Kronecker linearization. Our investigation is accompanied by adequate numerical experiments to justify our theoretical findings.
期刊介绍:
Advances in Computational Mathematics publishes high quality, accessible and original articles at the forefront of computational and applied mathematics, with a clear potential for impact across the sciences. The journal emphasizes three core areas: approximation theory and computational geometry; numerical analysis, modelling and simulation; imaging, signal processing and data analysis.
This journal welcomes papers that are accessible to a broad audience in the mathematical sciences and that show either an advance in computational methodology or a novel scientific application area, or both. Methods papers should rely on rigorous analysis and/or convincing numerical studies.