Perturbation Bounds for the Definite Generalized Eigenvalue Problem.
Abstract
It is shown that a definite problem has a complete system of eigenvectors and its eigenvalues are real. Under perturbations of A and B, the eigenvalues behave like the eigenvalues of a Hermitian matrix in the sense that there is a 1-1 pairing of the eigenvalues with the perturbed eigenvalues and a uniform bound for their differences (in this case in the chordal metric). Perturbation bounds are also developed for eigenvectors and eigenspaces.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1977
- Accession Number
- ADA048072
Entities
People
- Gilbert W. Stewart
Organizations
- University of Maryland