Title
A perturbation result for generalized eigenvalue problems and its application to error estimation in a quadrature method for computing zeros of analytic functions A perturbation result for generalized eigenvalue problems and its application to error estimation in a quadrature method for computing zeros of analytic functions
Author
Faculty/Department
Faculty of Social Sciences. Communication Sciences
Publication type
article
Publication
Antwerp ,
Subject
Mathematics
Computer. Automation
Source (journal)
Journal of computational and applied mathematics. - Antwerp
Volume/pages
161(2003) :2 , p. 339-347
ISSN
0377-0427
ISI
000186880400006
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Abstract
We consider the quadrature method developed by Kravanja et al. (BIT 39 (4) (1999) 646) for computing all the zeros of an analytic function that lie inside the unit circle. A newperturbation result for generalized eigenvalue problems allows us to obtain a detailed upper bound for the error between the zeros and their approximations. To the best of our knowledge, it is the 9rst time that such an error estimate is presented for any quadrature method for computing zeros of analytic functions. Numerical experiments illustrate our results.
E-info
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