A method for separating nearly multiple eigenvalues for Hermitian matrix (Q861925)
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| Language | Label | Description | Also known as |
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| English | A method for separating nearly multiple eigenvalues for Hermitian matrix |
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A method for separating nearly multiple eigenvalues for Hermitian matrix (English)
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2 February 2007
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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.
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multiple eigenvalue
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symmetric matrix
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verified computation
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numerical examples
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eigenvalue enclosure
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algorithm
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Wilkinson matrix
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