A Hoffmann-Wielandt-type residual bound for generalized eigenvalues of a definite pair (Q455844)

For pairs of Hermitian matrices \(A\) and \(B\) of order \(n\) with a positive Crawford number the difference between the generalized eigenvalues of the matrix pairs \(\{ A,B\}\) and \(\{H_1 ,K_1\}\) with \(H_1 = {\widetilde X}^H_1 A {\widetilde X}_1\) and \(K_1 = {\widetilde X}_1^H B {\widetilde X}_1\) is estimated. A given bound is \[ \sigma_1^2({\widetilde X}_1) \| (A,B) \|_2 (\sigma_l({\widetilde X}_1))^{-3} [c(A,B)]^{-2} \| (A{\widetilde X}_1 - {\widetilde W}_1H_1, B{\widetilde X}_1 - {\widetilde W}_1K_1) \|_F, \] where the matrix \({\widetilde X}_1\) is a complex \((n \times l)\) matrix with rank \(l\), \({\widetilde W}_1 = (A{\widetilde X}_1H_1 + B {\widetilde X}_1K_1)(H_1^2+K_1^2)^{-1}\), \(\sigma_1({\widetilde X}_1)\) and \(\sigma_l({\widetilde X}_1)\) denote the largest and smallest singular values of \({\widetilde X}_1\), \(\| \cdot \|_2\) and \(\| \cdot \|_F\) denote the Euclidian and the Frobenius norm, \(c(A,B)\) is the Crawford number of the pair \(\{A,B\}\). Additionally, a residual bound of an approximate eigenspace of \(\{A,B\}\) is given which is an improvement of a corresponding result presented by \textit{J.~G.~Sun} [J. Comput. Math. 9, No.~3, 247--255 (1991; Zbl 0739.15009)]. The given bounds are demonstrated by a numerical example.