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Relative Perturbation Bounds for Positive Polar Factors of Graded Matrices

✍ Scribed by Li, Ren-Cang

Book ID
118216997
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
162 KB
Volume
27
Category
Article
ISSN
0895-4798

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πŸ“œ SIMILAR VOLUMES

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✍ Roy Mathias; KreΕ‘imir VeseliΔ‡ πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 202 KB

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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Relative perturbation bound for invariant subspaces of graded indefinite Hermitian matrices
✍ Ninoslav Truhar; Ivan Slapničar πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 116 KB

We give a bound for the perturbations of invariant subspaces of graded indefinite Hermitian matrix H = D \* AD which is perturbed into H + Ξ΄H = D \* (A + Ξ΄A)D. Such relative perturbations include an important case where H is given with an element-wise relative error. Application of our bounds requir