Numerical Jordan Form, The (eBook)

The Numerical Jordan Form is the first book dedicated to exploring the algorithmic and computational methods for determining the Jordan form of a matrix, as well as addressing the numerical difficulties in finding it. Unlike the 'pure' Jordan form, the numerical Jordan form preserves its structure under small perturbations of the matrix elements so that its determination presents a well-posed computational problem. If this structure is well conditioned, it can be determined reliably in the presence of uncertainties and rounding errors.This book addresses the form's application in solving some important problems such as the estimation of eigenvalue sensitivity and computing the matrix exponential. Special attention is paid to the Jordan-Schur form of a matrix which, the author suggests, is not exploited sufficiently in the area of matrix computations. Since the mathematical objects under consideration can be sensitive to changes in the elements of the given matrix, the book also investigates the perturbation analysis of eigenvalues and invariant subspaces. This study is supplemented by a collection over 100 M-files suitable for MATLAB in order to implement the state-of-the art algorithms presented in the book for reducing a square matrix into the numerical Jordan form.Researchers in the fields of numerical analysis and matrix computations and any scientists who utilise matrices in their work will find this book a useful resource, and it is also a suitable reference book for graduate and advance undergraduate courses in this subject area.