Name
Title | ||
|---|---|---|
Backward Error of Polynomial Eigenvalue Problems Solved by Linearization of Lagrange Interpolants. |
Abstract | ||
|---|---|---|
This article considers the backward error of the solution of polynomial eigenvalue problems expressed as Lagrange interpolants. One of the most common strategies to solve polynomial eigenvalue problems is to linearize, which is to say that the polynomial eigenvalue problem is transformed into an equivalent larger linear eigenvalue problem, and solved using any appropriate eigensolver. Much of the existing literature on the backward error of polynomial eigenvalue problems focuses on polynomials expressed in the classical monomial basis. Hence, the objective of this article is to carry out the necessary extensions for polynomials expressed in the Lagrange basis. We construct one-sided factorizations that give simple expressions relating the eigenvectors of the linearization to the eigenvectors of the polynomial eigenvalue problem. Using these relations, we are able to bound the backward error of an approximate eigenpair of the polynomial eigenvalue problem relative to the backward error of an approximate eigenpair of the linearization. We develop bounds for the backward error involving both the norms of the polynomial coefficients and the properties of the Lagrange basis generated by the interpolation nodes. We also present several numerical examples to illustrate the numerical properties of the linearization and develop a balancing strategy to improve the accuracy of the computed solutions. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1137/140979034 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS |
Keywords | Field | DocType |
stability,backward error,polynomial eigenvalue problem,linearization,Lagrange interpolation,barycentric formula | Alternating polynomial,Lagrange polynomial,Stable polynomial,Mathematical optimization,Polynomial,Mathematical analysis,Monomial basis,Divide-and-conquer eigenvalue algorithm,Matrix polynomial,Eigenvalues and eigenvectors,Mathematics | Journal |
Volume | Issue | ISSN |
36 | 4 | 0895-4798 |
Citations | PageRank | References |
3 | 0.40 | 12 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Piers W. Lawrence | 1 | 21 | 4.77 |
| Robert M. Corless | 2 | 1239 | 127.79 |