On computing condition numbers for the nonsymmetric eigenproblem

Authors:
Z. Bai;James Demmel;A. McKenney
Affiliations:
Univ. of Kentucky, Lexington;Univ. of California, Berkeley;New York Univ., New York, NY
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1993

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Abstract

We review the theory of condition numbers for the nonsymmetric eigenproblem and give a tabular summary of bounds for eigenvalues, means of clusters of eigenvalues, eigenvectors, invariant subspaces, and related quantities. We describe the design of new algorithms for estimating these condition numbers. Fortran subroutines implementing these algorithms are in the LAPACK library [1].