P000016
Verified Error Bounds for Eigenvalues of Geometric Multiplicity q
*Zhe Li (Changchun University of Science and Technology)
Baocheng Wan (Jilin Agricultural University)
Ruimei Gao (Changchun University of Science and Technology)
In this paper, we generalize the algorithm described by Rump and Graillat to compute
verified and narrow error bounds such that a slightly perturbed matrix is guaranteed to have
an eigenvalue with geometric multiplicity $q$ within computed error bounds. The corresponding invariant subspace can be directly obtained by our algorithm.
Our verification method is based on
border matrix technique.
We demonstrate the performance of our algorithm for
matrices of dimension up to hundreds with non-defective and defective eigenvalues.