On the numerical condition of a generalized Hankel eigenvalue problem (Q878045): Difference between revisions

This paper deals with the sensitivity analysis of eigenvalues of the generalized eigenvalue problem \(Ax=\lambda Bx\), with \(A\) a Hankel matrix and \(B\) the corresponding shifted Hankel matrix. Two main contributions are made. The first is the result that the sensitivity of an eigenvalue with respect to both structured and unstructured perturbations can be measured essentially by the same quantity. The second is that lower bounds for the relative error of the most sensitive eigenvalue are given in terms of the condition number of the underlying Hankel matrix.