Seminars

Normwise Scaling of Second Order Polynomial Matrices

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Yu-Ting Chen

2012-10-26
09:30:00 - 12:00:00

103 , Mathematics Research Center Building (ori. New Math. Bldg.)

We will study the paper "Normwise Scaling of Second Order Polynomial Matrices" by Hung-Yuan Fan, Wen-Wei Lin, and Paul Van Dooren. The paper has been published in SIAM Journal on Matrix Analysis and Applications in 2004. In this paper, the authors proposed a minimax scaling procedure for second order polynomial matrices that aims to minimize the backward errors incurred in solving a particular linearized generalized eigenvalue problem. Numerical examples are showed that the method can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.