Relative perturbation theory for hyperbolic eigenvalue problem

被引：11

作者：

Slapnicar, I ^{[1
]}

Truhar, N

机构：

[1] Univ Split, Fac Elect Engn Mech Engn & Naval Architecture, R Boskovica BB, Split 21000, Croatia

[2] Univ Josip Juraj Strossmayer, Fac Civil Engn, Osijek 31000, Croatia

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2000年 / 309卷 / 1-3期

关键词：

hyperbolic eigenvalue problems; perturbation theory;

D O I：

10.1016/S0024-3795(99)00126-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We give relative perturbation bounds for eigenvalues and perturbation bounds for eigenspaces of a hyperbolic eigenvalue problem Hx = lambda Jx, where H is a positive definite matrix and J is a diagonal matrix of signs. We consider two types of perturbations: when a graded matrix H=D*AD is perturbed in a graded sense to H+delta H= D*(A+delta A)D, and the multiplicative perturbations of the form H+delta H= (I + E)*H(I + E). Our bounds are simple to compute, compare well to the classical results, and can be used when analyzing numerical algorithms. (C) 2000 Elsevier Science Inc. All rights reserved.

引用

页码：57 / 72

页数：16

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