Direct Eigenvalue Reordering in a Product of Matrices in Periodic Schur Form
2006 (English)In: SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, Vol. 28, no 1, 285-300 p.Article in journal (Refereed) Published
A direct method for eigenvalue reordering in a product of a K-periodic matrix sequence in periodic or extended periodic real Schur form is presented and analyzed. Each reordering of two adjacent sequences of diagonal blocks is performed tentatively to guarantee backward stability and involves solving a K-periodic Sylvester equation (PSE) and constructing a K-periodic sequence of orthogonal transformation matrices. An error analysis of the direct reordering method is presented, and results from computational experiments confirm the stability and accuracy of the method for well-conditioned as well as ill-conditioned problems. These include matrix sequences with fixed and time-varying dimensions, and sequences of small and large periodicity.
Place, publisher, year, edition, pages
2006. Vol. 28, no 1, 285-300 p.
product of $K$-periodic matrix sequence, extended periodic real Schur form, eigenvalue reordering, $K$-periodic Sylvester equation, periodic eigenvalue problem
IdentifiersURN: urn:nbn:se:umu:diva-15888DOI: dx.doi.org/10.1137/05062490XOAI: oai:DiVA.org:umu-15888DiVA: diva2:155560