Normwise Scaling of Second Order Polynomial Matrices

  • Authors:
  • Hung-Yuan Fan;Wen-Wei Lin;Paul Van Dooren

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2005

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Abstract

We propose 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. We give numerical examples to illustrate that it can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.