Absolute and relative Weyl theorems for generalized eigenvalue problems

被引：16

作者：

Nakatsukasa, Yuji ^{[1
]}

机构：

[1] Univ Calif Davis, Dept Appl Math, Davis, CA 95616 USA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2010年 / 432卷 / 01期

关键词：

Weyl's theorem; Generalized eigenvalue problem; Perturbation; Hermitian definite pencil; ACCURATE SINGULAR-VALUES;

D O I：

10.1016/j.laa.2009.08.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Weyl-type eigenvalue perturbation theories are derived for Hermitian definite pencils A - lambda B, in which B is positive definite. The results provide a one-to-one correspondence between the original and perturbed eigenvalues, and give a uniform perturbation bound. We give both absolute and relative perturbation results, defined in the standard Euclidean metric instead of the chordal metric that is often used. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：242 / 248

页数：7

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