Verified Error Bounds for All Eigenvalues and Eigenvectors of a Matrix

DOI10.1137/21M1451440OpenAlexW4309622546MaRDI QIDQ5057775

Siegfried Michael Rump

Publication date: 19 December 2022

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

Full work available at URL: https://doi.org/10.1137/21m1451440

zbMATH Keywords

eigenvectorinvariant subspaceverification methodINTLABeigenvalue clustersall eigenpairs

Mathematics Subject Classification ID

Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05) Algorithms with automatic result verification (65G20)

Related Items (1)

Fast computation of error bounds for all eigenpairs of a Hermitian and all singular pairs of a rectangular matrix with emphasis on eigen- and singular value clusters

Uses Software

• Matlab
• INTLAB
• NACLab

Cites Work

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• Structured Condition Numbers for Invariant Subspaces
• Interval Methods for Systems of Equations
• A Test for Existence of Solutions to Nonlinear Systems
• Structured Eigenvalue Condition Numbers
• Computational error bounds for multiple or nearly multiple eigenvalues

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