Eigenvalue condition numbers and pseudospectra of Fiedler matrices

Fernando De Terán, Froilán M. Dopico, Javier Pérez

Research output: Contribution to journalArticlepeer-review

Abstract

The aim of the present paper is to analyze the behavior of Fiedler companion matrices in the polynomial root-finding problem from the point of view of conditioning of eigenvalues. More precisely, we compare: (a) the condition number of a given root λ of a monic polynomial p(z) with the condition number of λ as an eigenvalue of any Fiedler matrix of p(z), (b) the condition number of λ as an eigenvalue of an arbitrary Fiedler matrix with the condition number of λ as an eigenvalue of the classical Frobenius companion matrices, and (c) the pseudozero sets of p(z) and the pseudospectra of any Fiedler matrix of p(z). We prove that, if the coefficients of the polynomial p(z) are not too large and not all close to zero, then the conditioning of any root λ of p(z) is similar to the conditioning of λ as an eigenvalue of any Fiedler matrix of p(z). On the contrary, when p(z) has some large coefficients, or they are all close to zero, the conditioning of λ as an eigenvalue of any Fiedler matrix can be arbitrarily much larger than its conditioning as a root of p(z) and, moreover, when p(z) has some large coefficients there can be two different Fiedler matrices such that the ratio between the condition numbers of λ as an eigenvalue of these two matrices can be arbitrarily large. Finally, we relate asymptotically the pseudozero sets of p(z) with the pseudospectra of any given Fiedler matrix of p(z), and the pseudospectra of any two Fiedler matrices of p(z).

Original languageEnglish
Pages (from-to)319-365
Number of pages47
JournalCalcolo
Volume54
Issue number1
DOIs
StatePublished - Mar 1 2017

Keywords

  • Companion matrices
  • Conditioning
  • Eigenvalues
  • Fiedler matrices
  • Pseudospectrum
  • Pseudozero sets of polynomials
  • QR algorithm
  • Roots of polynomials

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