Normwise scaling of second order polynomial matrices

Fan, HY;Lin, WW;Van Dooren, Paul
(2004) SIAM Journal on Matrix Analysis and Applications — Vol. 26, n° 1, p. 252-256 (2004)

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  • Fan, HY
    Author
  • Lin, WW
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
We propose a minimax scaling procedure for second order polynomial matrices that aims to minimize the backward errors incurred in solving a particular linearized generalized eigenvalue problem. We give numerical examples to illustrate that it can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.
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Fan, H., Lin, W., & Van Dooren, P. (2004). Normwise scaling of second order polynomial matrices. SIAM Journal on Matrix Analysis and Applications, 26(1), 252-256. https://doi.org/10.1137/S0895479803434914 (Original work published 2004)