Perturbation Theory for the Definite Generalized Eigenvalue Problem.

Abstract

This paper concerns perturbation theory for the generalized eigenvalue problem Ax = lambdaBx where A and B are real symmetric matrices of order n > or = to 3. When B is positive definite, as is usually the case in applications, the problem can be reduced to a symmetric eigenvalue problem for the matrix square root of B times the square root of AB, and the wealth of perturbation theory for symmetric eigenvalue problems can be applied.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1976
Accession Number
ADA030366

Entities

People

  • Gilbert W. Stewart

Organizations

  • University of Maryland

Tags

DTIC Thesaurus Topics

  • Eigenvalues
  • Mathematical Analysis
  • Mathematics
  • Perturbation Theory
  • Perturbations
  • Square Roots

Fields of Study

  • Mathematics

Readers

  • Linear Algebra