Scaled Companion Linearizations for Coefficientwise Backward Stability
Javier Pérez
Abstract
A central goal in solving a polynomial eigenvalue problem is to compute eigenpairs that are exact for a nearby polynomial, with each coefficient perturbation bounded by a modest multiple of unit roundoff times that coefficient's norm. A backward stable eigensolver for a linearization does not automatically provide this coefficientwise relative guarantee. Scaling can improve accuracy, but a single scaling may not work across a widely spread spectrum. We construct a family of scaled companion linearizations that covers the nonzero complex plane. Each linearization is paired with a region and an eigenvector recovery rule for which the backward-error amplification factor is bounded at exact pencil eigenvectors, independently of coefficient norm disparities. Tropical roots guide the construction, and their multiplicities reduce the number of required solves. These results provide a basis for coefficientwise relative backward stability across the spectrum.
Create a lesson
Related papers
Generalization of Strang-Fix remark for discrete maximum principles on tetrahedral meshes
Safdar Ali, Maksat Ashyraliyev, Sergey Korotov et al.
Wavelet compression for sampling deep Gaussian processes
Oskar Broukal, Michael Feischl, Conor Osborne
Fast spectral methods for Volterra integral equations
Xi Chen, Kuan Xu
Model order reduction of HDG discretizations for harmonic wave propagation
Hélène Barucq, Florian Faucher, Ha Pham et al.
eMOOD: Entropy-Based Multidimensional Optimal Order Detection for High-Order Shock-Capturing Finite-Volume Schemes
Michał Umiński, Panagiotis Tsoutsanis, Ahmed A Sheikh Al-Shabab et al.
Emulating the Darcy Solution Operator by Heat-Semigroup Functional Calculus and Pointwise Products
Dawid Hanrahan