Approximate Diagonalization

We describe a new method of computing functions of highly nonnormal matrices by using the concept of approximate diagonalization. We formulate a conjecture about its efficiency and provide both theoretical and numerical evidence in support of the conjecture. We apply the method to compute arbitrary...

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Bibliographic Details
Published in:	SIAM journal on matrix analysis and applications Vol. 29; no. 4; pp. 1051 - 1064
Main Author:	Davies, E. B.
Format:	Journal Article
Language:	English
Published:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2007
Subjects:	Accuracy Algebra Eigenvalues Exact sciences and technology Linear and multilinear algebra, matrix theory Mathematical analysis Mathematics Numerical analysis Numerical analysis in abstract spaces Numerical analysis. Scientific computation Numerical linear algebra Operator theory Sciences and techniques of general use Diagonalization Support fractional powers ill-posedness Jordan matrices spectral theory; 65F22 47A52 47A60 Regularization method 15A42 functional calculus Numerical analysis Spectral theory Efficiency Linear algebra Fractional power 65F15 Matrices Ill posed problem 15A60 Computing method Regularization
ISSN:	0895-4798, 1095-7162
Online Access:	Get full text
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