A Hoffman-Wielandt-type residual bound for generalized eigenvalues of a definite pair

被引：0
|
作者：
Chen, Xiao Shan [1 ]
机构：
[1] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2013年 / 237卷 / 01期
关键词：
Rayleigh quotient matrix pair; Residual bound; Frobenius norm; MATRIX PENCILS;
D O I：
10.1016/j.cam.2012.07.017
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Let {A, B} be a definite matrix pair of order n, and let the columns of (X) over tilde (1) is an element of C-nx1 span an 1-dimensional approximate invariant eigenspace of {A, B}. In this paper, we present a Hoffman-Wielandt-type residual bound for eigenvalues between Rayleigh quotient matrix pair {(X) over tilde (H)(1)A (X) over tilde (1), (X) over tilde B-H(1) (X) over tilde (1)} and {A, B}, which extends a result of Kahan [W. Kahan, Numerical Linear Algebra, Canadian Mathematical Bulletin, 9 (1966) 757-801]. (C) 2012 Elsevier B.V. All rights reserved.
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页码：208 / 214
页数：7
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