Numerically Reliable Computation of Characteristic Polynomials
Document Type
Conference Proceeding
Publication Date
1995
Abstract
Presents an algorithm for computing the characteristic polynomial of the pencil (A-sE). It is shown that after a preliminary reduction of the matrices A and E to, respectively, an upper Hessenberg and an upper triangular matrix, the problem of computing the characteristic polynomial is transformed to the solution of certain triangular systems of linear algebraic equations. The authors show that the computed characteristic polynomial corresponds exactly to perturbed matrices A+/spl Delta/A and E+/spl Delta/E and the authors derive bounds for /spl Delta/A and /spl Delta/E. The authors also suggest how to improve on this backward error via iterative refinement.
Repository Citation
Misra, P.,
Quintana, E. S.,
& Van Dooren, P. M.
(1995). Numerically Reliable Computation of Characteristic Polynomials. Proceedings of 1995 American Control Conference, 6, 4025-4029.
https://corescholar.libraries.wright.edu/ee/269
DOI
0.1109/ACC.1995.532688
