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A generalization of the Eckart-Young-Mirsky matrix approximation theorem

✍ Scribed by G.H. Golub; Alan Hoffman; G.W. Stewart


Book ID
107825162
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
504 KB
Volume
88-89
Category
Article
ISSN
0024-3795

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We show that the inertia of a quadratic matrix polynomial is determined in terms of the inertia of its coefficient matrices if the leading coefficient is Hermitian and nonsingular, the constant term is Hermitian, and the real part of the coefficient matrix of the first degree term is definite. In pa