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TW 338
P. Kravanja, T. Sakurai, H. Sugiura, M. Van Barel
An error analysis of two related quadrature methods for computing zeros of analytic functions, Part II
Abstract
We consider the quadrature method developed by Kravanja, Sakurai and Van Barel (BIT 39 (1999), no. 4, 646-682) for computing all the zeros of an analytic function that lie inside the unit circle. A new perturbation 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 first time that such a backward error estimate is presented for any quadrature method for computing zeros of analytic functions.
report.pdf / mailto: M. Van Barel