On condition numbers of a nondefective multiple eigenvalue

DOI10.1007/BF01385508MaRDI QIDQ1189637zbMATH OpenOpenAlexFDO

Authors Ji-guang Sun

Publication date 27 September 1992

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133621

zbMATH Keywords

condition numbersdirectional derivativesill-conditioned eigenproblemmeasures of sensitivitynondefective multiple eigenvalue

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

The author is concerned with measures of sensitivity of a nondefective multiple eigenvalue of a matrix. Different condition numbers are introduced starting from directional derivatives of the multiple eigenvalue. Properties of the condition numbers defined by \textit{G. W. Stewart} and \textit{G. Zhang} [ibid. 58, No. 7, 703-712 (1991; Zbl 0697.65027)] are studied. \textit{J. H. Wilkinson}'s theorem [ibid. 19, 176-178 (1972; Zbl 0252.65027)] on matrices with a very ill-conditioned eigenproblem is also extended.

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Cites work

• Eigenvalues of graded matrices and the condition numbers of a multiple eigenvalue
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• scientific article; zbMATH DE number 69561 (Why is no real title available?)
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• On condition numbers and the distance to the nearest ill-posed problem
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Cited in

(19)

• Perturbation analysis of the canonical correlations of matrix pairs
• On worst-case condition numbers of a nondefective multiple eigenvalue
• On the conditionality of eigenvalues close to the boundary of the numerical range of a matrix
• The verification of multiplicity support of a defective eigenvalue of a real matrix
• Eigenvalue patterned condition numbers: Toeplitz and Hankel cases
• Computing the common zeros of two bivariate functions via Bézout resultants
• On worst-case condition numbers of a multiple nonzero finite generalized singular value
• Structured pseudospectra and the condition of a nonderogatory eigenvalue
• scientific article; zbMATH DE number 3878236 (Why is no real title available?)
• scientific article; zbMATH DE number 1210851 (Why is no real title available?)
• On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem
• On condition numbers of a nondefective multiple eigenvalue of a nonsymmetric matrix pencil
• Verified Error Bounds for All Eigenvalues and Eigenvectors of a Matrix
• Structured Hölder condition numbers for multiple eigenvalues
• scientific article; zbMATH DE number 269557 (Why is no real title available?)
• A perturbation method for optimizing matrix stability
• Eigenvalue perturbation bounds for Hermitian block tridiagonal matrices
• Sensitivity of the eigenvalues of a defective matrix
• Eigenvalues of graded matrices and the condition numbers of a multiple eigenvalue

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