Hyman's method revisited

  • Authors:
  • A. Galántai;C. J. Hegeds

  • Affiliations:
  • Budapest Tech, John von Neumann Faculty of Informatics, 1034 Budapest, Bécsi u. 96/b, Hungary;ELTE, 1117 Budapest, Pázmány Péter sétány 1/c, Hungary

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

The QR algorithm is considered one of the most reliable methods for computing matrix eigenpairs. However, it is unable to detect multiple eigenvalues and Jordan blocks. Matlab's eigensolver returns heavily perturbed eigenvalues and eigenvectors in such cases and there is no hint for possible principal vectors. This paper calls attention to Hyman's method as it is applicable for computing principal vectors and higher derivatives of the characteristic polynomial that may help to estimate multiplicity, an important information for more reliable computation. We suggest a test matrix collection for Jordan blocks. The first numerical tests with these matrices reveal that the computational problems are deeper than expected at the beginning of this work.