Inequalities for generalized eigenvalues of quaternion matrices (Q2043723)
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English | Inequalities for generalized eigenvalues of quaternion matrices |
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Inequalities for generalized eigenvalues of quaternion matrices (English)
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3 August 2021
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The paper deals with a particular generalized eigenvalue problem. It concerns a pair \(A,B\) of self-conjugate square matrices, where \(B\) is a positive definite matrix. Equivalently, this is an eigenvalue problem for the matrix \(B^{-1}A\) (see [\textit{G. W. Stewart}, Linear Algebra Appl. 390, 1--5 (2004; Zbl 1067.15016)]), strictly connected with the eigenvalue problem for Hermitian matrix pencils (see [\textit{C.-K. Li} and \textit{R. Mathias}, Linear Algebra Appl. 271, 309--321 (1998; Zbl 0890.15007)]). In the case of quaternion matrices, there are additional assumptions and questions because of the non-commutative multiplication (left and right cases). In this paper, some results from the Hermitian environment are reproved in a more general setting with quaternion matrices. The main results concern extremal properties of generalized eigenvalues based on modified Rayleigh-quotients and eigenvalues bounds after additive perturbations of \(A\) or \(B\) (see [\textit{Y. Hong} et al., J. Inequal. Appl. 2018, Paper No. 155, 6 p. (2018; Zbl 1498.15022)]).
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quaternion matrix
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eigenvalue
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generalized eigenvalue
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inequality
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min-max theorem
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perturbation theorem
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