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A Perturbation Analysis of the Generalized Sylvester Equation (AR-LB,DR-LE)=(C,F)
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, HPC2N (High Performance Computing Centre North).
1994 (English)In: SIAM Journal on Matrix Analysis and Applications, Vol. 15, no 4, 1045-1060 p.Article in journal (Refereed) Published
Abstract [en]

Perturbation and error bounds for the generalized Sylvester equation (AR-LB, DR-LE) = (C, F) are presented. An explicit expression for the normwise relative backward error associated with an approximate solution of the generalized Sylvester equation is derived and conditions when it can be much greater than the relative residual are given. This analysis is applicable to any method that solves the generalized Sylvester equation. A condition number that reflects the structure of the problem and a normwise forward error bound based on Dif-1[(A, D), (B, E)] and the residual are derived. The structure-preserving condition number can be arbitrarily smaller than a Dif-1-based condition number. The normwise error bound can be evaluated robustly and at moderate cost by using a reliable Dif-1 estimator. A componentwise LAPACK-style forward error bound that can be stronger than the normwise error bound is also presented. A componentwise approximate error bound that can be evaluated to a much lower cost is also proposed. Finally, some computational experiments that validate and evaluate the perturbation and error bounds are presented.

Place, publisher, year, edition, pages
1994. Vol. 15, no 4, 1045-1060 p.
URN: urn:nbn:se:umu:diva-21952ISBN: 0895-4798OAI: diva2:212210
Available from: 2009-04-21 Created: 2009-04-21 Last updated: 2009-07-09

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Kågström, Bo
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