The nearest definite pair for the Hermitian generalized eigenvalue problem

DOI10.1016/S0024-3795(99)00026-9MaRDI QIDQ1970433zbMATHWikidataFDO

Authors Sheung Hun Cheng, Nicholas J. Higham

Publication date 21 March 2000

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

zbMATH Keywords

numerical examplesalgorithmfield of valuesgeneralized eigenvalue problemHermitian matricesnumerical radiusCrawford number

Mathematics Subject Classification ID

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

Recommendations

• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs
• Detecting a definite Hermitian pair and a hyperbolic or elliptic quadratic eigenvalue problem, and associated nearness problems
• An Improved Arc Algorithm for Detecting Definite Hermitian Pairs
• scientific article; zbMATH DE number 2063914
• Generalized eigenvalues of a definite Hermitian matrix pair

Cites work

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• scientific article; zbMATH DE number 4115838 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• A Stable Generalized Eigenvalue Problem
• A perturbation bound for definite pencils
• 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
• 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

(17)

• Distance problems for Hermitian matrix pencils with eigenvalues of definite type
• Detecting a definite Hermitian pair and a hyperbolic or elliptic quadratic eigenvalue problem, and associated nearness problems
• Subspace acceleration for the Crawford number and related eigenvalue optimization problems
• Crawford numbers of companion matrices
• A note on numerical ranges of tensors
• Computational geometry of positive definiteness
• Nearest pair with more nonconstant invariant factors and pseudospectrum
• Eigenvalue characterization of some structured matrix pencils under linear perturbation
• Numerical range for weighted Moore-Penrose inverse of tensor
• Weighted numerical range and weighted numerical radius for even-order tensor via Einstein product
• On computing the generalized Crawford number of a matrix
• Distances from a Hermitian Pair to Diagonalizable and Nondiagonalizable Hermitian Pairs
• Partial smoothness of the numerical radius at matrices whose fields of values are disks
• Definite triples of Hermitian matrices and matrix polynomials
• 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
• Nonlinear eigenvector methods for convex minimization over the numerical range

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