On the powers of a matrix with perturbations

نویسنده

  • G. W. Stewart
چکیده

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 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 P k ! 0. 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 = k P k u 1 , where k is a suitable scaling factor. 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 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 P k ! 0. 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 = k P k u 1 , where k is a suitable scaling factor.

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عنوان ژورنال:
  • Numerische Mathematik

دوره 96  شماره 

صفحات  -

تاریخ انتشار 2003