Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices

被引：2

作者：

Matejas, J. ^{[1
]}

Hari, V. ^{[2
]}

机构：

[1] Univ Zagreb, Fac Econ, Zagreb 10000, Croatia

[2] Univ Zagreb, Dept Math, Zagreb 10002, Croatia

来源：

BIT NUMERICAL MATHEMATICS | 2008年 / 48卷 / 04期

关键词：

Hermitian matrix; eigenvalues; scaled diagonally dominant matrix; singular values; symmetric scaling; relative perturbations;

D O I：

10.1007/s10543-008-0200-1

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The paper derives improved relative perturbation bounds for the eigenvalues of scaled diagonally dominant Hermitian matrices and new relative perturbation bounds for the singular values of symmetrically scaled diagonally dominant square matrices. The perturbation result for the singular values enlarges the class of well-behaved matrices for accurate computation of the singular values.

引用

页码：769 / 781

页数：13

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