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