On sensitivity of eigenvalues and eigendecompositions of matrices

被引：32

作者：

Alam, R ^{[1
]}

Bora, S ^{[1
]}

机构：

[1] Indian Inst Technol, Dept Math, Gauhati 781039, India

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2005年 / 396卷

关键词：

eigendecomposition; spectral portrait; epsilon-pseudospectrum; epsilon-successor; geometric separation;

D O I：

10.1016/j.laa.2004.10.013

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The main purpose of this paper is to provide solutions of two problems on sensitivity of eigenvalues and eigendecompositions of matrices. The first problem is due to Wilkinson and it concerns finding the distance from an n x n matrix with n distinct eigenvalues to the set of matrices having multiple eigenvalues. We also describe how to construct a nearest matrix having a multiple eigenvalue. The second problem concerns providing a characterization of the stability of eigendecompositions of matrices and is due to Demmel. (C) 2004 Elsevier Inc. All rights reserved.

引用

页码：273 / 301

页数：29

共 30 条

[1] Stability of eigenvalues and spectral decompositions under linear perturbation [J].