1. Backward error analysis of linearizing–balancing strategies for heavily damped quadratic eigenvalue problem
- Author
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Hongjia Chen, Zongqi Cao, and Lei Du
- Subjects
Balance (metaphysics) ,Linearization ,Error analysis ,Applied Mathematics ,Quadratic eigenvalue problem ,Applied mathematics ,Numerical stability ,Matrix polynomial ,Mathematics - Abstract
A classical approach for solving quadratic eigenvalue problem (QEP) is via linearization. However, it can suffer from numerical instability when the norms of coefficient matrices vary widely. Two strategies of Betcke’s balancing for heavily damped QEP are considered. One strategy is to balance matrix polynomial before linearizing (called balancing–linearizing for short). The other strategy is first to linearize the matrix polynomial, then balancing (called linearizing–balancing for short). We analyze the backward error of approximate eigenpairs computed by these two strategies, and find that the backward error of approximate eigenpairs by linearizing–balancing is smaller than that by balancing–linearizing under relatively mild conditions. Numerical experiments are presented to demonstrate the advantages of linearizing-balancing.
- Published
- 2021
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