Eigenvalue condition numbers: Zero-structured versus traditional

摘要

We discuss questions of eigenvalue conditioning. We study in some depth relationships between the classical theory of conditioning and the theory of the zero-structured conditioning, and we derive from the existing theory formulae for the mathematical objects involved. Then an algorithm to compare the zero-structured individual condition numbers of a set of simple eigenvalues with the traditional ones is presented. Numerical tests are reported to highlight how the algorithm provides interesting information about eigenvalue sensitivity when the perturbations in the matrix have an arbitrarily assigned zero-structure. Patterned matrices (Toeplitz and Hankel) will be investigated in a forthcoming paper (Eigenvalue patterned condition numbers: Toeplitz and Hankel cases, Tech. Rep. 3, Mathematics Department, University of Rome ‘ La Sapienza’ , 2005.).