Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

被引:9
作者
Nakatsukasa, Yuji [1 ]
机构
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
关键词
Multiple eigenvalue; Perturbation; Generalized Hermitian eigenvalue problem; CONDITION NUMBERS; BOUNDS;
D O I
10.1007/s10543-010-0254-8
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.
引用
收藏
页码:109 / 121
页数:13
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