The nearest definite pair for the Hermitian generalized eigenvalue problem

DOI10.1016/S0024-3795(99)00026-9MaRDI QIDQ1970433zbMATH OpenWikidataFDO

Authors Sheung Hun Cheng, Nicholas J. Higham

Publication date 21 March 2000

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

Full work available at URL https://doi.org/10.1016/S0024-3795(99)00026-9

zbMATH Keywords

algorithmCrawford numberfield of valuesgeneralized eigenvalue problemHermitian matricesnumerical examplesnumerical radius

Mathematics Subject Classification ID

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

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• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs
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• scientific article; zbMATH DE number 2063914
• Generalized eigenvalues of a definite Hermitian matrix pair

Cites work

• A perturbation bound for definite pencils
• A Stable Generalized Eigenvalue Problem
• Algorithm 646
• An algorithm for computing the numerical radius
• Computing a nearest symmetric positive semidefinite matrix
• Computing the field of values and pseudospectra using the Lanczos method with continuation
• Computing the numerical radius
• Finding a positive definite linear combination of two Hermitian matrices
• Generalized eigenvalues of a definite Hermitian matrix pair
• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 4115838 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Matrix Analysis
• On Perturbations of Matrix Pencils with Real Spectra
• Perturbation bounds for the definite generalized eigenvalue problem
• Perturbation theorems for the generalized eigenvalue problem
• Symmetric matrix pencils
• The boundary of the numerical range of matrix polynomials

Cited in

(21)

• Detecting a definite Hermitian pair and a hyperbolic or elliptic quadratic eigenvalue problem, and associated nearness problems
• Definite triples of Hermitian matrices and matrix polynomials
• On computing the generalized Crawford number of a matrix
• Distance problems for Hermitian matrix pencils with eigenvalues of definite type
• Crawford numbers of companion matrices
• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs
• Computational geometry of positive definiteness
• scientific article; zbMATH DE number 2063914 (Why is no real title available?)
• A Hoffmann-Wielandt-type residual bound for generalized eigenvalues of a definite pair
• Subspace acceleration for the Crawford number and related eigenvalue optimization problems
• Partial smoothness of the numerical radius at matrices whose fields of values are disks
• Nonlinear eigenvector methods for convex minimization over the numerical range
• Nearest pair with more nonconstant invariant factors and pseudospectrum
• A note on numerical ranges of tensors
• Numerical range for weighted Moore-Penrose inverse of tensor
• Eigenvalue characterization of some structured matrix pencils under linear perturbation
• Weighted numerical range and weighted numerical radius for even-order tensor via Einstein product
• Subspace methods for spectral and pseudo-spectral quantities
• Detecting large definite Hermitian matrix pairs by -subspace algorithms
• Crawford numbers and numerical radius of some bordered matrices
• An indefinite LOBPCG type of algorithm for detecting a definite Hermitian matrix pair

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