On relative residual bounds for the eigenvalues of a Hermitian matrix (Q1923214): Difference between revisions
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Revision as of 01:16, 20 March 2024
scientific article
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| English | 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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