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Details of Grant 

EPSRC Reference: GR/T08739/01
Title: Topics in Matrix Computations
Principal Investigator: Higham, Professor NJ
Other Investigators:
Tisseur, Professor F
Researcher Co-Investigators:
Project Partners:
Department: Mathematics
Organisation: University of Manchester, The
Scheme: Mathematics Small Grant PreFEC
Starts: 01 April 2004 Ends: 31 August 2004 Value (£): 10,239
EPSRC Research Topic Classifications:
Numerical Analysis
EPSRC Industrial Sector Classifications:
Information Technologies
Related Grants:
Panel History:  
Summary on Grant Application Form
This work concerns three timely topics in matrix computations on which the investigators intend to collaborate with the proposed VF Profesor Roy Mathias (College of William and Mary, Williamsburg). We will investigate perturbation theory for, and computation of, the eigenvalues and eigenvectors of hyperbolic quadratic eigenvalue problems, for which important applications are in structural mechanics. We will develop algorithms to compute f(A)b, using only matrix vector products, and we will analyze the quality of the approximations they produce. Here A is an nxn matrix, b is an n-vector and f is a function, for instance f(A) = sign(A) as arises in lattice quantum chromodynamics (QCD). We will also investigate the perturbation theory of the generalized polar decomposition A = WS, where W and S are in the automorphism group and Jordan algebra associated with a scalar product product, repectively. We wish to develop sharp bounds for the changes in W and S induced by changes in A, and hence to identify the condition numbers of W and S.
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Organisation Website: http://www.man.ac.uk