Backward error bounds for polynomial eigenvalue problem solved by a Rayleigh-Ritz type contour integral-based eigensolver. (English) Zbl 1524.65162
Summary: The contour integral-based eigensolvers have attracted much attention in recent years. In this paper, we consider solving a polynomial eigenvalue problem (PEP) by a contour integral-based eigensolver named the Sakurai-Sugiura method with Rayleigh-Ritz projection (SS-RR method). We derive a backward error bound of PEP solved by the SS-RR method. This bound can be used to show the accuracy of the computed approximate eigenpairs of PEP. The accuracy of the derived bounds is demonstrated by several examples.
MSC:
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
| 15A18 | Eigenvalues, singular values, and eigenvectors |
Software:
NLEVPReferences:
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