A relative backward perturbation theorem for the eigenvalue problem

DOI10.1007/BF01396348MaRDI QIDQ1262696zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1989

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133416

zbMATH Keywords

backward analysiseigenpaireigenvalue problemerror boundperturbation matrix

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

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 \(A+E\).

Recommendations

• Relative perturbation results for eigenvalues and eigenvectors of diagonalisable matrices
• Relative perturbation theory for a class of diagonalizable Hermitian matrix pairs
• Relative perturbation bounds of matrix eigenvalues
• A note on the backward error analysis for eigenvalue problems
• Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations

Cites work

• scientific article; zbMATH DE number 4013856 (Why is no real title available?)
• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• Realistic error bounds for a simple eigenvalue and its associated eigenvector

Cited in

(3)

• Relative perturbation theory for hyperbolic eigenvalue problem
• The influence of orthogonality on the Arnoldi method
• On the method of similar operators in Banach algebras

This page was built for publication: A relative backward perturbation theorem for the eigenvalue problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1262696)