65 research outputs found
Localization theorems for nonlinear eigenvalue problems
Let T : \Omega \rightarrow \bbC^{n \times n} be a matrix-valued function
that is analytic on some simply-connected domain \Omega \subset \bbC. A point
is an eigenvalue if the matrix is singular.
In this paper, we describe new localization results for nonlinear eigenvalue
problems that generalize Gershgorin's theorem, pseudospectral inclusion
theorems, and the Bauer-Fike theorem. We use our results to analyze three
nonlinear eigenvalue problems: an example from delay differential equations, a
problem due to Hadeler, and a quantum resonance computation.Comment: Submitted to SIMAX. 22 pages, 11 figure
On condition numbers of polynomial eigenvalue problems with nonsingular leading coefficients
In this paper, we investigate condition numbers of eigenvalue problems of
matrix polynomials with nonsingular leading coefficients, generalizing
classical results of matrix perturbation theory. We provide a relation between
the condition numbers of eigenvalues and the pseudospectral growth rate. We
obtain that if a simple eigenvalue of a matrix polynomial is ill-conditioned in
some respects, then it is close to be multiple, and we construct an upper bound
for this distance (measured in the euclidean norm). We also derive a new
expression for the condition number of a simple eigenvalue, which does not
involve eigenvectors. Moreover, an Elsner-like perturbation bound for matrix
polynomials is presented.Comment: 4 figure
Circular law for non-central random matrices
Let be an infinite array of i.i.d. complex random
variables, with mean 0 and variance 1. Let \la_{n,1},...,\la_{n,n} be the
eigenvalues of . The strong
circular law theorem states that with probability one, the empirical spectral
distribution \frac{1}{n}(\de_{\la_{n,1}}+...+\de_{\la_{n,n}}) converges
weakly as to the uniform law over the unit disc
\{z\in\dC;|z|\leq1\}. In this short note, we provide an elementary argument
that allows to add a deterministic matrix to
provided that and \mathrm{rank}(M)=O(n^\al) with
\al<1. Conveniently, the argument is similar to the one used for the
non-central version of Wigner's and Marchenko-Pastur theorems.Comment: accepted in Journal of Theoretical Probabilit
How descriptive are GMRES convergence bounds?
Eigenvalues with the eigenvector condition number, the field of values, and pseudospectra have all been suggested as the basis for convergence bounds for minimum residual Krylov subspace methods applied to non-normal coefficient matrices. This paper analyzes and compares these bounds, illustrating with six examples the success and failure of each one. Refined bounds based on eigenvalues and the field of values are suggested to handle low-dimensional non-normality. It is observed that pseudospectral bounds can capture multiple convergence stages. Unfortunately, computation of pseudospectra can be rather expensive. This motivates an adaptive technique for estimating GMRES convergence based on approximate pseudospectra taken from the Arnoldi process that is the basis for GMRES
Error analysis of signal zeros: a projected companion matrix approach
AbstractAn error analysis of so-called signal zeros of polynomials associated with exponentially damped/undamped signals is performed and zero error bounds are derived. The bounds are in terms of the angle between the exact and approximate signal subspace, the signal parameter themselves, the polynomial degree, and the error on the polynomial coeficients. The key idea behind the analysis is to regard signal zeros as eigenvalues of projected companion matrices and then to generate error bounds by exploiting perturbation theorem for eigenvalues. The conclusion drawn from the bounds is that the signal zeros become relatively insensitive to small perturbations on the polynomial coefficients as long as the polynomial degree is large enough and the zeros are extracted as eigenvalues of projected companion matrices. Also, the bounds suggests that signal zero estimates derived from projected companion matrices are more accurate than those obtained from the companion matrices themselves. Illustrative numerical results are provided
Generalized Pseudospectral Shattering and Inverse-Free Matrix Pencil Diagonalization
We present a randomized, inverse-free algorithm for producing an approximate
diagonalization of any matrix pencil . The bulk of the
algorithm rests on a randomized divide-and-conquer eigensolver for the
generalized eigenvalue problem originally proposed by Ballard, Demmel, and
Dumitriu [Technical Report 2010]. We demonstrate that this divide-and-conquer
approach can be formulated to succeed with high probability as long as the
input pencil is sufficiently well-behaved, which is accomplished by
generalizing the recent pseudospectral shattering work of Banks, Garza-Vargas,
Kulkarni, and Srivastava [Foundations of Computational Mathematics 2022]. In
particular, we show that perturbing and scaling regularizes its
pseudospectra, allowing divide-and-conquer to run over a simple random grid and
in turn producing an accurate diagonalization of in the backward error
sense. The main result of the paper states the existence of a randomized
algorithm that with high probability (and in exact arithmetic) produces
invertible and diagonal such that and in at most
operations, where is the asymptotic complexity of matrix
multiplication. This not only provides a new set of guarantees for highly
parallel generalized eigenvalue solvers but also establishes nearly matrix
multiplication time as an upper bound on the complexity of exact arithmetic
matrix pencil diagonalization.Comment: 58 pages, 8 figures, 2 table
A method to rigorously enclose eigenpairs of complex interval matrices
summary:In this paper, a rigorous computational method to enclose eigenpairs of complex interval matrices is proposed. Each eigenpair x=(\lambda,\rv) is found by solving a nonlinear equation of the form via a contraction argument. The set-up of the method relies on the notion of {\em radii polynomials}, which provide an efficient mean of determining a domain on which the contraction mapping theorem is applicable
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