A relative backward perturbation theorem for the eigenvalue problem (Q1262696): Difference between revisions

If \(| \cdot |\) denotes absolute values taken componentwise the following statement is formulated: If \(| r| =| A\hat x-{\hat \lambda}\hat x| \leq \eta | A| | \hat x|\) holds for an approximate eigenpair (\({\hat \lambda}\),\^x) of A, then there exists a perturbation matrix E satisfying \(| E| \leq \eta | A|\) such that (\({\hat \lambda}\),\^x) is an exact eigenpair of the matrix \(A+E\).