Matrix Powers in Finite Precision Arithmetic

DOI10.1137/S0895479893256347zbMath0830.65022WikidataQ56998947 ScholiaQ56998947MaRDI QIDQ4835398

Nicholas J. Higham, Philip A. Knight

Publication date: 31 July 1995

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Jordan canonical formrounding errorspseudospectrumnonnormal matricesmatrix powersfinite precision arithmeticstationary iteration

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Roundoff error (65G50)

Related Items (7)

Convergence in finite precision of successive iteration methods under high nonnormality ⋮ Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters ⋮ Computation of a function of a matrix with close eigenvalues by means of the Newton interpolating polynomial ⋮ A power method for nonlinear operators ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ On the perturbation of the group inverse and oblique projection ⋮ Perturbations of non-diagonalizable stochastic matrices with preservation of spectral properties

Uses Software

• Algorithm 694
• testmatrix

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