The nearest definite pair for the Hermitian generalized eigenvalue problem
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Publication:1970433
Given a pair \((A,B)\) of Hermitian matrices of the same order, the authors give formulae for the nearest pair of Hermitian matrices that has a Crawford number greater or equal to a given positive value. The result is expressed in terms of the inner numerical radius associated with the field of values. Then they show how to exploit the result in order to solve the generalized eigenvalue problem \(Ax=\lambda Bx\) with nearly singular \(B\). The paper includes the algorithm and numerical examples.
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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
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- An indefinite LOBPCG type of algorithm for detecting a definite Hermitian matrix pair
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