Relative eigenvalues of a definite matrix pair (Q922609)

Studies on eigenvalues of a single matrix, a Hermitian matrix in particular, are widely available. However, results on relative eigenvalues of a single matrix or a pair of matrices with respect to some subspace are still quite scarce. This paper is quite unique in two respects: (1) it deals with relative eigenvalue, (2) it deals with a definite matrix pair. The paper begins with definitions of a definite matrix pair and its eigenspace. It then defines the relative eigenvalues of a definite matrix pair with respect to a subspace. The chordal metric is used to study the relationship between relative eigenvalues of the definite matrix pair with respect to an eigenspace and an approximation of that eigenspace. An inequality that gives an upper bound for the chordal metric that defines the relative eigenvalues is obtained. The relative eigenvalues of a single Hermitian matrix is given as a special case of those of a definite matrix pair. It is noted that the precision of the Rayleigh quotient from an approximate eigenvector as an approximate eigenvalue of a Hermitian matrix is higher than that of being as its approximate eigenvector.