Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

被引：9

作者：

Nakatsukasa, Yuji ^{[1
]}

机构：

[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA

来源：

BIT NUMERICAL MATHEMATICS | 2010年 / 50卷 / 01期

关键词：

Multiple eigenvalue; Perturbation; Generalized Hermitian eigenvalue problem; CONDITION NUMBERS; BOUNDS;

D O I：

10.1007/s10543-010-0254-8

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.

引用

页码：109 / 121

页数：13

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