A method for separating nearly multiple eigenvalues for Hermitian matrix (Q861925): Difference between revisions

The following problem is discussed: Given a symmetric matrix and assume that by one of the methods of verified computation a small interval has been determined which encloses \(k\) of its eigenvalues. Verify that they are not a k-fold eigenvalue. An algorithm using verified computation, e.g. using INTLAB, is given, which can decide this question. Two examples with \(k=2\) (the infamous Wilkinson matrix) and \(k=3\) illustrate the method.