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Article: Perturbation analysis for antitriangular Schur decomposition

TitlePerturbation analysis for antitriangular Schur decomposition
Authors
KeywordsAntitriangular Schur form
Condition number
Perturbation analysis
Issue Date2012
Citation
SIAM Journal on Matrix Analysis and Applications, 2012, v. 33, n. 2, p. 325-335 How to Cite?
AbstractLet Z be an n × n complex matrix. A decomposition Z = ŪMU H is called an antitriangular Schur decomposition of Z if U is an n × n unitary matrix and M is an n × n antitriangular matrix. The antitriangular Schur decomposition is a useful tool for solving palindromic eigenvalue problems. However, there is no perturbation result for an antitriangular Schur decomposition in the literature. The main contribution of this paper is to give a perturbation bound of such decomposition and show that the bound depends inversely on f(M) := min ∥XN∥ F=1 ∥(Aup(MX L - X̄ UM), Aup(M TX L - X̄ UM T))∥ F, where X L and X U are the strictly lower triangular and upper triangular parts of X, X N = X L + X U, and Aup(Y ) denotes the strictly upper antitriangular part of Y. The quantity √2/f(M) can be used to characterize the condition number of the decomposition, i.e., when √2/f(M) is large (or small), the decomposition problem is ill-conditioned (or well-conditioned). Numerical examples are presented to illustrate the theoretical result. © 2012 Society for Industrial and Applied Mathematics.
Persistent Identifierhttp://hdl.handle.net/10722/276930
ISSN
2023 Impact Factor: 1.5
2023 SCImago Journal Rankings: 1.042
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorChen, Xiao Shan-
dc.contributor.authorLi, Wen-
dc.contributor.authorNg, Michael K.-
dc.date.accessioned2019-09-18T08:35:05Z-
dc.date.available2019-09-18T08:35:05Z-
dc.date.issued2012-
dc.identifier.citationSIAM Journal on Matrix Analysis and Applications, 2012, v. 33, n. 2, p. 325-335-
dc.identifier.issn0895-4798-
dc.identifier.urihttp://hdl.handle.net/10722/276930-
dc.description.abstractLet Z be an n × n complex matrix. A decomposition Z = ŪMU H is called an antitriangular Schur decomposition of Z if U is an n × n unitary matrix and M is an n × n antitriangular matrix. The antitriangular Schur decomposition is a useful tool for solving palindromic eigenvalue problems. However, there is no perturbation result for an antitriangular Schur decomposition in the literature. The main contribution of this paper is to give a perturbation bound of such decomposition and show that the bound depends inversely on f(M) := min ∥XN∥ F=1 ∥(Aup(MX L - X̄ UM), Aup(M TX L - X̄ UM T))∥ F, where X L and X U are the strictly lower triangular and upper triangular parts of X, X N = X L + X U, and Aup(Y ) denotes the strictly upper antitriangular part of Y. The quantity √2/f(M) can be used to characterize the condition number of the decomposition, i.e., when √2/f(M) is large (or small), the decomposition problem is ill-conditioned (or well-conditioned). Numerical examples are presented to illustrate the theoretical result. © 2012 Society for Industrial and Applied Mathematics.-
dc.languageeng-
dc.relation.ispartofSIAM Journal on Matrix Analysis and Applications-
dc.subjectAntitriangular Schur form-
dc.subjectCondition number-
dc.subjectPerturbation analysis-
dc.titlePerturbation analysis for antitriangular Schur decomposition-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1137/110841370-
dc.identifier.scopuseid_2-s2.0-84865466823-
dc.identifier.volume33-
dc.identifier.issue2-
dc.identifier.spage325-
dc.identifier.epage335-
dc.identifier.eissn1095-7162-
dc.identifier.isiWOS:000305996500003-
dc.identifier.issnl0895-4798-

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