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arXiv 1707.04843math.NAcs.NA
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矩阵多项式块克罗内克线性化及其反向误差

Block Kronecker Linearizations of Matrix Polynomials and their Backward Errors

Universidad Carlos III de Madrid(马德里卡洛斯三世大学);Université catholique de Louvain(天主教鲁汶大学);KU Leuven(荷语鲁汶大学)

Froilán M. Dopico, Piers W. Lawrence, Javier Pérez, Paul Van Dooren

AI总结:

本文提出了一种新的强线性化方法——块克罗内克铅笔,并分析了其反向稳定性。通过应用稳定算法可得到扰动后的准确特征结构,建立了适用于多种线性化的框架。

摘要:

我们介绍了一种新的矩阵多项式强线性化方法——称为“块克罗内克铅笔”,并对其完整的多项式特征问题进行了反向稳定性分析。这些问题通过将任何反向稳定的算法应用于块克罗内克铅笔来解决,例如奇异铅笔的阶梯算法或正则铅笔的QZ算法。这种稳定性分析使我们能够识别出那些产生计算完整特征结构的块克罗内克铅笔,该结构恰好是略微扰动的矩阵多项式的特征结构。本文的全局反向误差分析首次提出了以下关键特性:它是一种适用于有限扰动的严格分析(即不是一阶分析),它提供了精确的界限,它同时适用于一大类线性化,且它建立了一个可以推广到其他线性化类别的框架。这些特性与块克罗内克铅笔是新“强块最小基铅笔”特例的事实有关,这些铅笔在某些扰动下具有鲁棒性,因此包括某些块克罗内克铅笔的扰动。我们希望这种鲁棒性属性将使本文的结果能够推广到其他领域。

英文摘要:

We introduce a new family of strong linearizations of matrix polynomials---which we call "block Kronecker pencils"---and perform a backward stability analysis of complete polynomial eigenproblems. These problems are solved by applying any backward stable algorithm to a block Kronecker pencil, such as the staircase algorithm for singular pencils or the QZ algorithm for regular pencils. This stability analysis allows us to identify those block Kronecker pencils that yield a computed complete eigenstructure which is exactly that of a slightly perturbed matrix polynomial. The global backward error analysis in this work presents for the first time the following key properties: it is a rigurous analysis valid for finite perturbations (i.e., it is not a first order analysis), it provides precise bounds, it is valid simultaneously for a large class of linearizations, and it establishes a framework that may be generalized to other classes of linearizations. These features are related to the fact that block Kronecker pencils are a particular case of the new family of "strong block minimal bases pencils", which are robust under certain perturbations and, so, include certain perturbations of block Kronecker pencils. We hope that this robustness property will allow us to extend the results in this paper to other contexts.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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