The nearest definite pair for the Hermitian generalized eigenvalue problem

DOI10.1016/S0024-3795(99)00026-9zbMATH Open0947.65042WikidataQ56998899 ScholiaQ56998899MaRDI QIDQ1970433FDOQ1970433

Authors: Sheung Hun Cheng, Nicholas J. Higham 

Publication date: 21 March 2000

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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• scientific article; zbMATH DE number 2063914
• Generalized eigenvalues of a definite Hermitian matrix pair

zbMATH Keywords

numerical examplesalgorithmfield of valuesgeneralized eigenvalue problemHermitian matricesnumerical radiusCrawford number

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Algorithm 646
• Matrix Analysis
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• Computing a nearest symmetric positive semidefinite matrix
• Title not available (Why is that?)
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• Perturbation bounds for the definite generalized eigenvalue problem
• Finding a positive definite linear combination of two Hermitian matrices
• Perturbation theorems for the generalized eigenvalue problem
• Computing the numerical radius
• A perturbation bound for definite pencils
• The boundary of the numerical range of matrix polynomials
• A Stable Generalized Eigenvalue Problem
• On Perturbations of Matrix Pencils with Real Spectra
• Generalized eigenvalues of a definite Hermitian matrix pair
• Computing the field of values and pseudospectra using the Lanczos method with continuation
• An algorithm for computing the numerical radius
• Symmetric matrix pencils

Cited In (17)

• Partial Smoothness of the Numerical Radius at Matrices Whose Fields of Values are Disks
• Detecting a definite Hermitian pair and a hyperbolic or elliptic quadratic eigenvalue problem, and associated nearness problems
• Weighted numerical range and weighted numerical radius for even-order tensor via Einstein product
• Nonlinear Eigenvector Methods for Convex Minimization over the Numerical Range
• Computational geometry of positive definiteness
• Distance problems for Hermitian matrix pencils with eigenvalues of definite type
• A Hoffmann-Wielandt-type residual bound for generalized eigenvalues of a definite pair
• Definite triples of Hermitian matrices and matrix polynomials
• Crawford numbers of companion matrices
• Title not available (Why is that?)
• Eigenvalue characterization of some structured matrix pencils under linear perturbation
• Numerical range for weighted Moore-Penrose inverse of tensor
• On computing the generalized Crawford number of a matrix
• Subspace Acceleration for the Crawford Number and Related Eigenvalue Optimization Problems
• A note on numerical ranges of tensors
• Nearest pair with more nonconstant invariant factors and pseudospectrum
• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs

Uses Software

• PDFIND

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