Perturbation analysis for antitriangular Schur decomposition

Xiao Shan Chen*, Wen Li, Kwok Po NG

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Let Z be an n × n complex matrix. A decomposition Z = ŪMU H is called an antitriangular Schur decomposition of Z if U is an n × n unitary matrix and M is an n × n antitriangular matrix. The antitriangular Schur decomposition is a useful tool for solving palindromic eigenvalue problems. However, there is no perturbation result for an antitriangular Schur decomposition in the literature. The main contribution of this paper is to give a perturbation bound of such decomposition and show that the bound depends inversely on f(M) := min ∥XN∥ F=1 ∥(Aup(MX L - X̄ UM), Aup(M TX L - X̄ UM T))∥ F, where X L and X U are the strictly lower triangular and upper triangular parts of X, X N = X L + X U, and Aup(Y ) denotes the strictly upper antitriangular part of Y. The quantity √2/f(M) can be used to characterize the condition number of the decomposition, i.e., when √2/f(M) is large (or small), the decomposition problem is ill-conditioned (or well-conditioned). Numerical examples are presented to illustrate the theoretical result.

Original languageEnglish
Pages (from-to)325-335
Number of pages11
JournalSIAM Journal on Matrix Analysis and Applications
Volume33
Issue number2
DOIs
Publication statusPublished - 2012

Scopus Subject Areas

  • Analysis

User-Defined Keywords

  • Antitriangular Schur form
  • Condition number
  • Perturbation analysis

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