The calculation of the distance to a nearby defective matrix

R. O. Akinola, M. A. Freitag, A. Spence

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

The distance of a matrix to a nearby defective matrix is an important classical problem in numerical linear algebra, as it determines how sensitive or ill-conditioned an eigenvalue decomposition of a matrix is. The concept has been discussed throughout the history of numerical linear algebra, and the problem of computing the nearest defective matrix first appeared in Wilkinsons famous book on the algebraic eigenvalue problem. In this paper, a new fast algorithm for the computation of the distance of a matrix to a nearby defective matrix is presented. The problem is formulated following Alam and Bora introduced in (2005) and reduces to finding when a parameter-dependent matrix is singular subject to a constraint. The solution is achieved by an extension of the implicit determinant method introduced by Spence and Poulton in (2005). Numerical results for several examples illustrate the performance of the algorithm.
Original languageEnglish
Pages (from-to)403-414
JournalNumerical Linear Algebra with Applications
Volume21
Issue number3
Early online date30 May 2013
DOIs
Publication statusPublished - May 2014

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Numerical Linear Algebra
Linear algebra
Eigenvalue Decomposition
Fast Algorithm
Eigenvalue Problem
Determinant
Decomposition
Numerical Results
Dependent
Computing
Concepts
History

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The calculation of the distance to a nearby defective matrix. / Akinola, R. O.; Freitag, M. A.; Spence, A.

In: Numerical Linear Algebra with Applications, Vol. 21, No. 3, 05.2014, p. 403-414.

Research output: Contribution to journalArticle

Akinola, R. O. ; Freitag, M. A. ; Spence, A. / The calculation of the distance to a nearby defective matrix. In: Numerical Linear Algebra with Applications. 2014 ; Vol. 21, No. 3. pp. 403-414.
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