On relative residual bounds for the eigenvalues of a Hermitian matrix (Q1923214): Difference between revisions

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Property / cites work: Jacobi’s Method is More Accurate than QR / rank
 
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Property / cites work: Floating-point perturbations of Hermitian matrices / rank
 
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Latest revision as of 13:38, 24 May 2024

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On relative residual bounds for the eigenvalues of a Hermitian matrix
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    On relative residual bounds for the eigenvalues of a Hermitian matrix (English)
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    25 November 1996
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    Let \(H\) denote a Hermitian matrix of order \(n\), let \(X\) denote an \(n \times m\) complex matrix with orthonormal rows, so that \(n\geq m\), and let \(M= X^*HX\). The author gives a bound for the relative distance between the eigenvalues of \(M\) and near eigenvalues of \(H\) in terms of the angle between the ranges of \(X\) and \(HX\).
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    residual bounds
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    Hermitian matrix
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    near eigenvalues
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