Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya
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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2013, Issue 2, Pages 46–54 (Mi vspui120)  

Applied mathematics

On Hölder condition numbers

E. A. Kalinina

Saint-Petersburg State University
References:
Abstract: A matrix with complex elements is considered. An algebraic method to find the maximum order of matrix Jordan block is suggested. The polynomial whose roots are the eigenvalues that correspond to the maximum Jordan block is constructed. The algorithm does not require the knowledge of the Jordan form of the matrix and its characteristic polynomial. It is based on finding Jordan blocks corresponding to the eigenvalue 0 of the other matrix, constructed with the help of Kronecker product. The results presented could be used for calculating the Hölder condition number which is the measure of the eigenvalue variation as small variations of matrix elements. Bibliogr. 7.
Keywords: Hölder condition number, matrix eigenvalues and eigenvectors, Kronecker product.
Received: December 20, 2012
Document Type: Article
UDC: 512.643.5
Language: Russian
Citation: E. A. Kalinina, “On Hölder condition numbers”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2013, no. 2, 46–54
Citation in format AMSBIB
\Bibitem{Kal13}
\by E.~A.~Kalinina
\paper On H\"older condition numbers
\jour Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr.
\yr 2013
\issue 2
\pages 46--54
\mathnet{http://mi.mathnet.ru/vspui120}
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    Вестник Санкт-Петербургского университета. Серия 10. Прикладная математика. Информатика. Процессы управления
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    References:31
    First page:6
     
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