Normwise Scaling of Second Order Polynomial Matrices
Hung‐Yuan Fan, Wen‐Wei Lin, Paul Van Dooren · SIAM Journal on Matrix Analysis and Applications · 2004
We propose a minimax scaling procedure for second order polynomial matrices that aims to minimize the backward errors incurred in solving a particular linearized generalized eigenvalue problem. We give numerical examples to illustrate that it can significantly improve the backward errors of the computed eigenvalue-eigenvector pairs.