On the powers of a matrix with perturbations
Title | On the powers of a matrix with perturbations |
Publication Type | Journal Articles |
Year of Publication | 2003 |
Authors | Stewart G.W |
Journal | Numerische Mathematik |
Volume | 96 |
Issue | 2 |
Pagination | 363 - 376 |
Date Published | 2003/// |
Abstract | Let A be a matrix of order n. The properties of the powers A k of A have been extensively studied in the literature. This paper concerns the perturbed powers Pk=(A+Ek)(A+Ek−1)(A+E1) where the E k are perturbation matrices. We will treat three problems concerning the asymptotic behavior of the perturbed powers. First, determine conditions under which Pk0 . Second, determine the limiting structure of P k . Third, investigate the convergence of the power method with error: that is, given u 1 , determine the behavior of u k =ngr k P k u 1 , where ngr k is a suitable scaling factor. |
DOI | 10.1007/s00211-003-0470-0 |