Error analysis for a matrix pencil of Hankel matrices with perturbed complex moments

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概要

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• In this paper, we present perturbation results for eigenvalues of a matrix pencil of Hankel matrices for which the elements are given by complex moments. These results are extended to the case that matrices have a block Hankel structure. The influence of quadrature error on eigenvalues that lie inside a given integral path can be reduced by using Hankel matrices of an appropriate size. These results are useful for discussing the numerical behavior of root finding methods and eigenvalue solvers which make use of contour integrals. Results from some numerical experiments are consistent with the theoretical results.

• The Japan Society for Industrial and Applied Mathematicsの論文

著者

• Sakurai Tetsuya

  Department Of Computer Science University Of Tsukuba

• Ikegami Tsutomu

  Information Technology Research Institute Aist

• Tadano Hiroto

  Department Of Computer Science University Of Tsukuba

• Asakura Junko

  Research and Development Division, Square Enix Co. Ltd.

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• Error analysis for a matrix pencil of Hankel matrices with perturbed complex moments
• Stochastic estimation method of eigenvalue density for nonlinear eigenvalue problem on the complex plane

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