{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,29]],"date-time":"2026-04-29T22:00:51Z","timestamp":1777500051619,"version":"3.51.4"},"reference-count":64,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2024,12,9]],"date-time":"2024-12-09T00:00:00Z","timestamp":1733702400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"},{"start":{"date-parts":[[2024,12,9]],"date-time":"2024-12-09T00:00:00Z","timestamp":1733702400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Found Comput Math"],"published-print":{"date-parts":[[2026,4]]},"abstract":"<jats:title>Abstract<\/jats:title>\n                  <jats:p>\n                    We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:tex-math>$$n \\times n$$<\/jats:tex-math>\n                        <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\">\n                          <mml:mrow>\n                            <mml:mi>n<\/mml:mi>\n                            <mml:mo>\u00d7<\/mml:mo>\n                            <mml:mi>n<\/mml:mi>\n                          <\/mml:mrow>\n                        <\/mml:math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    matrix pencil (\n                    <jats:italic>A<\/jats:italic>\n                    ,\u00a0\n                    <jats:italic>B<\/jats:italic>\n                    ). The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized eigenvalue problem originally proposed by Ballard, Demmel and Dumitriu (Technical Report 2010). We demonstrate that this divide-and-conquer approach can be formulated to succeed with high probability provided the input pencil is sufficiently well-behaved, which is accomplished by generalizing the recent pseudospectral shattering work of Banks, Garza-Vargas, Kulkarni and Srivastava (Foundations of Computational Mathematics 2023). In particular, we show that perturbing and scaling (\n                    <jats:italic>A<\/jats:italic>\n                    ,\u00a0\n                    <jats:italic>B<\/jats:italic>\n                    ) regularizes its pseudospectra, allowing divide-and-conquer to run over a simple random grid and in turn producing an accurate diagonalization of (\n                    <jats:italic>A<\/jats:italic>\n                    ,\u00a0\n                    <jats:italic>B<\/jats:italic>\n                    ) in the backward error sense. The main result of the paper states the existence of a randomized algorithm that with high probability (and in exact arithmetic) produces invertible\n                    <jats:italic>S<\/jats:italic>\n                    ,\u00a0\n                    <jats:italic>T<\/jats:italic>\n                    and diagonal\n                    <jats:italic>D<\/jats:italic>\n                    such that\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:tex-math>$$||A - SDT^{-1}||_2 \\le \\varepsilon $$<\/jats:tex-math>\n                        <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\">\n                          <mml:mrow>\n                            <mml:mrow>\n                              <mml:mo>|<\/mml:mo>\n                              <mml:mo>|<\/mml:mo>\n                              <mml:mi>A<\/mml:mi>\n                            <\/mml:mrow>\n                            <mml:mo>-<\/mml:mo>\n                            <mml:mi>S<\/mml:mi>\n                            <mml:mi>D<\/mml:mi>\n                            <mml:msup>\n                              <mml:mi>T<\/mml:mi>\n                              <mml:mrow>\n                                <mml:mo>-<\/mml:mo>\n                                <mml:mn>1<\/mml:mn>\n                              <\/mml:mrow>\n                            <\/mml:msup>\n                            <mml:msub>\n                              <mml:mrow>\n                                <mml:mo>|<\/mml:mo>\n                                <mml:mo>|<\/mml:mo>\n                              <\/mml:mrow>\n                              <mml:mn>2<\/mml:mn>\n                            <\/mml:msub>\n                            <mml:mo>\u2264<\/mml:mo>\n                            <mml:mi>\u03b5<\/mml:mi>\n                          <\/mml:mrow>\n                        <\/mml:math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    and\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:tex-math>$$||B - ST^{-1}||_2 \\le \\varepsilon $$<\/jats:tex-math>\n                        <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\">\n                          <mml:mrow>\n                            <mml:mrow>\n                              <mml:mo>|<\/mml:mo>\n                              <mml:mo>|<\/mml:mo>\n                              <mml:mi>B<\/mml:mi>\n                            <\/mml:mrow>\n                            <mml:mo>-<\/mml:mo>\n                            <mml:mi>S<\/mml:mi>\n                            <mml:msup>\n                              <mml:mi>T<\/mml:mi>\n                              <mml:mrow>\n                                <mml:mo>-<\/mml:mo>\n                                <mml:mn>1<\/mml:mn>\n                              <\/mml:mrow>\n                            <\/mml:msup>\n                            <mml:msub>\n                              <mml:mrow>\n                                <mml:mo>|<\/mml:mo>\n                                <mml:mo>|<\/mml:mo>\n                              <\/mml:mrow>\n                              <mml:mn>2<\/mml:mn>\n                            <\/mml:msub>\n                            <mml:mo>\u2264<\/mml:mo>\n                            <mml:mi>\u03b5<\/mml:mi>\n                          <\/mml:mrow>\n                        <\/mml:math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    in at most\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:tex-math>$$O \\left( \\log ^2 \\left( \\frac{n}{\\varepsilon } \\right) T_{\\text {MM}}(n) \\right) $$<\/jats:tex-math>\n                        <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\">\n                          <mml:mrow>\n                            <mml:mi>O<\/mml:mi>\n                            <mml:mfenced>\n                              <mml:msup>\n                                <mml:mo>log<\/mml:mo>\n                                <mml:mn>2<\/mml:mn>\n                              <\/mml:msup>\n                              <mml:mfenced>\n                                <mml:mfrac>\n                                  <mml:mi>n<\/mml:mi>\n                                  <mml:mi>\u03b5<\/mml:mi>\n                                <\/mml:mfrac>\n                              <\/mml:mfenced>\n                              <mml:msub>\n                                <mml:mi>T<\/mml:mi>\n                                <mml:mtext>MM<\/mml:mtext>\n                              <\/mml:msub>\n                              <mml:mrow>\n                                <mml:mo>(<\/mml:mo>\n                                <mml:mi>n<\/mml:mi>\n                                <mml:mo>)<\/mml:mo>\n                              <\/mml:mrow>\n                            <\/mml:mfenced>\n                          <\/mml:mrow>\n                        <\/mml:math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    operations, where\n                    <jats:inline-formula>\n                      <jats:alternatives>\n                        <jats:tex-math>$$T_{\\text {MM}}(n)$$<\/jats:tex-math>\n                        <mml:math xmlns:mml=\"http:\/\/www.w3.org\/1998\/Math\/MathML\">\n                          <mml:mrow>\n                            <mml:msub>\n                              <mml:mi>T<\/mml:mi>\n                              <mml:mtext>MM<\/mml:mtext>\n                            <\/mml:msub>\n                            <mml:mrow>\n                              <mml:mo>(<\/mml:mo>\n                              <mml:mi>n<\/mml:mi>\n                              <mml:mo>)<\/mml:mo>\n                            <\/mml:mrow>\n                          <\/mml:mrow>\n                        <\/mml:math>\n                      <\/jats:alternatives>\n                    <\/jats:inline-formula>\n                    is the asymptotic complexity of matrix multiplication. This not only provides a new set of guarantees for highly parallel generalized eigenvalue solvers but also establishes nearly matrix multiplication time as an upper bound on the complexity of inverse-free, exact-arithmetic matrix pencil diagonalization.\n                  <\/jats:p>","DOI":"10.1007\/s10208-024-09682-7","type":"journal-article","created":{"date-parts":[[2024,12,9]],"date-time":"2024-12-09T13:46:37Z","timestamp":1733751997000},"page":"569-645","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Generalized Pseudospectral Shattering and Inverse-Free Matrix Pencil Diagonalization"],"prefix":"10.1007","volume":"26","author":[{"given":"James","family":"Demmel","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ioana","family":"Dumitriu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ryan","family":"Schneider","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2024,12,9]]},"reference":[{"issue":"5","key":"9682_CR1","doi-asserted-by":"publisher","first-page":"C480","DOI":"10.1137\/140954817","volume":"36","author":"B Adlerborn","year":"2014","unstructured":"B.\u00a0Adlerborn, B.\u00a0K\u00e5gstr\u00f6m, and D.\u00a0Kressner. 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