A stable algorithm for computing a nearby defective matrix
关键词:
defective matrix, Jordan block, sensitivity of eigenproblem, Newton’s method.摘要
Given that A is a matrix with n distinct eigenvalues, in this paper, we describe a stable numerical method for computing a nearby defective matrix to A and the distance between them. The method makes use of the Gauss-Newton method which converges quadratically and only works in the case where the nearby defective matrix is real. Numerical experiments are given which confirms the theory.
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已出版
2025-07-23
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