Refined Perturbation Bounds for Eigenvalues of Hermitian and Non-Hermitian Matrices
β Scribed by Ipsen, I. C. F.; Nadler, B.
- Book ID
- 118211750
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2009
- Tongue
- English
- Weight
- 180 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0895-4798
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π SIMILAR VOLUMES
There is now a large literature on structured perturbation bounds for eigenvalue problems of the form where H and M are Hermitian. These results give relative error bounds on the ith eigenvalue, Ξ» i , of the form and bound the error in the ith eigenvector in terms of the relative gap, In general,
be Hermitian matrices with eigenvalues Ξ» 1 β’ β’ β’ Ξ» k and Ξ» 1 β’ β’ β’ Ξ» k , respectively. Denote by E the spectral norm of the matrix E, and Ξ· the spectral gap between the spectra of H 1 and H 2 . It is shown that , which improves all the existing results. Similar bounds are obtained for singular valu