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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2013, Issue 2, Pages 46–54
(Mi vspui120)
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Applied mathematics
On Hölder condition numbers
E. A. Kalinina Saint-Petersburg State University
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
Citation:
E. A. Kalinina, “On Hölder condition numbers”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2013, no. 2, 46–54
Linking options:
https://www.mathnet.ru/eng/vspui120 https://www.mathnet.ru/eng/vspui/y2013/i2/p46
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