Generalized eigenvalues of a definite Hermitian matrix pair (Q1379099): Difference between revisions

A pair \((A,B)\) of Hermitian matrices is definite if zero does not belong to the numerical range of \(A+iB\), and a pair \((\alpha,\beta)\) of complex numbers is called a generalized eigenvalue of \((A,B)\) with eigenvector \(x\neq 0\) if \(\beta Ax=\alpha Bx\). In this paper, the authors present a generalization of Wielandt's minimax principle and Cauchy's interlacing theorem. Moreover, they derive a normwise perturbation bound on generalized eigenvalues that improves earlier related results by \textit{R.-C. Li} [Linear Algebra Appl. 179, 191-202 (1993; Zbl 0813.15017)], \textit{J.-G. Sun} [ibid. 48, 331-339 (1982; Zbl 0504.15011)]\ and \textit{G. W. Stewart} [ibid. 23, 69-85 (1979; Zbl 0407.15012)].