On error bounds for eigenvalues of a matrix pencil (Q1375085): Difference between revisions

For \(A,B\) \(n\times n\) and \(W\) \(m\times m\) complex matrices, let sp\((A,B)=\{\lambda:\det(A-\lambda B)=0\}\) be the eigenvalues of the matrix pencil \((A,B)\), and sp\((W)\) the eigenvalues of \(W\). Assume \(B\) invertible. The main result is: There exist \(\mu\in \text{sp}(W)\) and \(\lambda\in \text{sp}(A,B)\) such that for all complex \(n\times m\) matrices \(X\) of Frobenius norm 1, \(|\lambda-\mu|^{mp}\leq \left|V\right|_2 \left|U^{-1} (AX-BXW) \right|_F \times E(\ldots )\). Here \(U,V\) are matrices such that \(U^{-1}AV, U^{-1}BV\) are upper triangular, \(p\) is the index of nilpotency of a certain operator on matrix space and \(E(\ldots)\) an expression too complicated to be given here. A key ingredient in the proof is the existence of the mentioned \(U,V\) thanks to which the matrix \(I\otimes A -W^T\otimes B\) representing the operator \({\mathbf T}(X)=AX-BXW\) can, as well as some closely related ones, be assumed upper triangular. Upon specializing to \(m=1\), i.e. \(X\) to a column and \(W\) to a scalar, results of \textit{F. L. Bauer} and \textit{A. S. Householder} [Numer. Math. 2, 42-53 (1960; Zbl 0092.32503)] and of \textit{F. L. Bauer} and \textit{C. T. Fike} [ibid. 2, 137-141 (1960; Zbl 0101.25503)], \textit{K.-W. E. Chu} [ibid. 49, 685-691 (1986; Zbl 0579.15006)], \textit{G. H.Golub} and \textit{C. F. Van Loan} [Matrix computations (1983; Zbl 0559.65011)], \textit{P. Henrici} [Numer. Math. 4, 24-40 (1962; Zbl 0102.01502)] are obtained. These typically estimate the distance \(|\lambda -\mu|\), \(\lambda\in \text{sp}(A)\), and \(\mu\) in the spectrum of a perturbation of \(A\) under various hypotheses on \(U\) and \(A\) in terms of the norms of the perturbations and of matrices related with the Schur triangularization of \(A\). Also considered are bounds between the eigenvalues of a regular pencil \((A,B)\) and a perturbation \((A+E,B+F)\). A correction: The equation on p.80, l.2 should read: \(Ax-\mu x=-Ex \).