Applications of Mathematics

, Volume 62, Issue 4, pp 357–375

Improving backward stability of Sakurai-Sugiura method with balancing technique in polynomial eigenvalue problem

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Abstract

One of the most efficient methods for solving the polynomial eigenvalue problem (PEP) is the Sakurai-Sugiura method with Rayleigh-Ritz projection (SS-RR), which finds the eigenvalues contained in a certain domain using the contour integral. The SS-RR method converts the original PEP to a small projected PEP using the Rayleigh-Ritz projection. However, the SS-RR method suffers from backward instability when the norms of the coefficient matrices of the projected PEP vary widely. To improve the backward stability of the SS-RR method, we combine it with a balancing technique for solving a small projected PEP. We then analyze the backward stability of the SS-RR method. Several numerical examples demonstrate that the SS-RR method with the balancing technique reduces the backward error of eigenpairs of PEP.

Keywords

SS-RR method polynomial eigenvalue problem balancing technique 

MSC 2010

65F15 15A18 

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Copyright information

© Institute of Mathematics of the Academy of Sciences of the Czech Republic, Praha, Czech Republic 2017

Authors and Affiliations

  1. 1.Department of Computer ScienceUniversity of TsukubaTsukuba, IbarakiJapan

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