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Relative perturbation theory for diagonally dominant matrices

机译:对角占优矩阵的相对扰动理论

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摘要

In this paper, strong relative perturbation bounds are developed for a number of linear algebra problems involving diagonally dominant matrices. The key point is to parameterize diagonally dominant matrices using their off-diagonal entries and diagonally dominant parts and to consider small relative componentwise perturbations of these parameters. This allows us to obtain new relative perturbation bounds for the inverse, the solution to linear systems, the symmetric indefinite eigenvalue problem, the singular value problem, and the nonsymmetric eigenvalue problem. These bounds are much stronger than traditional perturbation results, since they are independent of either the standard condition number or the magnitude of eigenvalues/singular values. Together with previously derived perturbation bounds for the LDU factorization and the symmetric positive definite eigenvalue problem, this paper presents a complete and detailed account of relative structured perturbation theory for diagonally dominant matrices.
机译:在本文中,针对许多涉及对角占优矩阵的线性代数问题,开发了强大的相对摄动界。关键是要使用非对角项和对角占优部分对对角占优矩阵进行参数化,并考虑这些参数的较小相对分量扰动。这使我们能够获得逆的新的相对摄动界,线性系统的解,对称不定特征值问题,奇异值问题和非对称特征值问题。这些界限比传统的摄动结果要强得多,因为它们与标准条件数或特征值/奇异值的大小无关。连同先前导出的LDU分解的摄动界和对称正定特征值问题,本文提供了对角占优矩阵的相对结构化摄动理论的完整详细说明。

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