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A relative perturbation bound for positive definite matrices

✍ Scribed by Roy Mathias; Krešimir Veselić

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
202 KB
Volume
270
Category
Article
ISSN
0024-3795

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✦ Synopsis

We give a sharp estimate for the eigenvectors of a positive definite Hermitian matrix under a floating-point perturbation. The proof is elementary.

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