A perturbation bound for the eigenvalues of a singular diagonalizable matrix (Q2496644)

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scientific article; zbMATH DE number 5042132
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    A perturbation bound for the eigenvalues of a singular diagonalizable matrix
    scientific article; zbMATH DE number 5042132

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      A perturbation bound for the eigenvalues of a singular diagonalizable matrix (English)
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      20 July 2006
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      Let \(A\) be a diagonalizable matrix with eigenvalues \(({\lambda_i})\). Let \(A+E\) be a perturbation of \(A\) with eigenvalue \(\mu\). The Bauer-Fike Theorem bounds the absolute distance between \(\mu\) and nearest eigenvalue of \(A\). When \(A\) is non-singular, this bound gives a bound on the relative distance. The author extends this bound to the singular matrices.
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      Bauer-Fike theorem
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      relative perturbation bounds
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      eigenvalues
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      perturbation
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      singular matrices.
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