A contour integral approach to the computation of invariant pairs

Abstract

We study some aspects of the invariant pair problem for matrix polynomials, as introduced by Betcke and Kressner and by Beyn and Thuemmler. Invariant pairs extend the notion of eigenvalue-eigenvector pairs, providing a counterpart of invariant subspaces for the nonlinear case. We compute formulations for the condition numbers and backward errors of invariant pairs and solvents. We then adapt the Sakurai-Sugiura moment method to the computation of invariant pairs, including some classes of problems that have multiple eigenvalues. Numerical refinement via a variants of Newton's method is also studied. Furthermore, we investigate the relation between the matrix solvent problem and the triangularization of matrix polynomials.