On the condition of a complex eigenvalue under real perturbations

被引：20

作者：

Byers, R

Kressner, D

机构：

[1] Univ Kansas, Dept Math, Lawrence, KS 66045 USA

[2] Tech Univ Berlin, Inst Math MA 4 5, D-10623 Berlin, Germany

来源：

BIT NUMERICAL MATHEMATICS | 2004年 / 44卷 / 02期

基金：

美国国家科学基金会;

关键词：

condition number; eigenvalue;

D O I：

10.1023/B:BITN.0000039427.46052.02

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We investigate the condition number for a complex eigenvalue of a real matrix under real perturbations. Based on an explicit formula, it is shown that this number is never smaller than 1/root2 times the corresponding condition number with respect to complex perturbations. This result can be generalized to the condition number of an arbitrary complex-valued function under real perturbations. This extends to related condition numbers.

引用

页码：209 / 214

页数：6