Absolute and relative Weyl theorems for generalized eigenvalue problems

DOI10.1016/J.LAA.2009.08.001MaRDI QIDQ1044601zbMATH OpenOpenAlexFDO

Authors Yuji Nakatsukasa

Publication date 18 December 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.08.001

zbMATH Keywords

perturbationgeneralized eigenvalue problemWeyl's theoremHermitian definite pencil

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix pencils (15A22)

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Cites work

• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• A Trace Minimization Algorithm for the Generalized Eigenvalue Problem
• A perturbation bound for definite pencils
• Accurate Singular Values of Bidiagonal Matrices
• Accurate singular values and differential qd algorithms
• Functions of Matrices
• Jacobi’s Method is More Accurate than QR
• On perturbation bounds of generalized eigenvalues for diagonalizable pairs
• On perturbations of matrix pencils with real spectra, a revisit
• Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations
• Templates for the Solution of Algebraic Eigenvalue Problems
• The Lidskii-Mirsky-Wielandt theorem -- additive and multiplicative versions

Cited in

(13)

• Generalized spectral relative perturbation bounds for positive definite matrices
• Generalized multiscale finite element method for the steady state linear Boltzmann equation
• New perturbation bounds of partitioned generalized Hermitian eigenvalue problem
• Orthogonality of generalized eigenfunctions in Weyl's expansion theorem
• On Perturbations of Matrix Pencils with Real Spectra
• Perturbation and interlace theorems for the unitary eigenvalue problem
• Computational design of innovative mechanical metafilters via adaptive surrogate-based optimization
• Spectral estimation for diffusions with random sampling times
• An Elsner-like perturbation theorem for generalized eigenvalues
• Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem
• Convergence of integration-based methods for the solution of standard and generalized Hermitian eigenvalue problems
• A perturbation bound for definite pencils
• Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

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Uses Software

• mftoolbox
• JDQZ
• JDQR

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