On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem (Q443858)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem
scientific article

    Statements

    On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem (English)
    0 references
    0 references
    13 August 2012
    0 references
    The author deals with the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem. First under Hermitian perturbations of a Hermitian definite pair with a nondefective multiple finite eigenvalue, the author provides the condition numbers of this eigenvalue. After, he provides the condition numbers of a finite multiple eigenvalue of a non Hermitian pair under non Hermitian perturbations. These condition numbers are characterized in terms of the singular values of the outer product of the corresponding left and right eigenvectors. In addition, the author also studies the case of an infinite and/or defective eigenvalue. Numerical examples are also given to illustrate the results of the article.
    0 references
    condition numbers
    0 references
    multiple eigenvalue
    0 references
    generalized eigenvalue problem
    0 references
    Hermitian perturbations
    0 references
    Hermitian definite pair
    0 references
    numerical examples
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references