On relative residual bounds for the Eigenvalues of a Hermitian matrix

被引:14
作者
Drmac, Z
机构
[1] Department of Computer Science, University of Colorado at Boulder, Boulder, CO
关键词
D O I
10.1016/0024-3795(94)00221-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let H be a Hermitian matrix, X an orthonormal matrix, and M = X*HX. Then the eigenvalues of M approximate some eigenvalues of H with an absolute error bounded by \\HX - XM\\(2). The main interest in this work is the relative distance between the eigenvalues of M and some part of the spectrum of H. It is shown that distance depends on the angle between the ranges of X and HX.
引用
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页码:155 / 163
页数:9
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