Perturbation theory for rectangular matrix pencils (Q1336414)
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English | Perturbation theory for rectangular matrix pencils |
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Perturbation theory for rectangular matrix pencils (English)
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19 February 1995
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It is shown how to develop a perturbation theory for rectangular matrix pencils the theory of eigenvalues and eigenvectors of which is complicated by the fact that arbitrary small perturbations of the pencil can cause them to disappear. However, there are cases in applications in which the properties of the pencil ensure the existence of eigenvalues and eigenvectors. The main thought of the author is to reduce the problem in those cases to one with square matrices and henceforth the standard perturbation theory may be used to bound the perturbation in the eigenvalue and its eigenvector.
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rectangular matrix pencils
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eigenvalues
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eigenvectors
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perturbation theory
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