Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

DOI10.1007/s10543-010-0254-8zbMath1189.15025OpenAlexW2025112273MaRDI QIDQ2379363

Yuji Nakatsukasa

Publication date: 19 March 2010

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-010-0254-8

zbMATH Keywords

error boundsmultiple eigenvaluesgeneralized Hermitian eigenvalue problemRayleigh-Ritz process

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57) Matrix pencils (15A22)

Related Items (4)

On nonparametric ridge estimation for multivariate long-memory processes ⋮ New perturbation bounds of partitioned generalized Hermitian eigenvalue problem ⋮ On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem ⋮ A note on eigenvalues of perturbed 2x2 block Hermitian matrices

Uses Software

• JDQR
• JDQZ
• mftoolbox
• lobpcg.m

Cites Work

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• Eigenvalues of graded matrices and the condition numbers of a multiple eigenvalue
• Absolute and relative Weyl theorems for generalized eigenvalue problems
• On worst-case condition numbers of a nondefective multiple eigenvalue
• A note on eigenvalues of perturbed Hermitian matrices
• Optimal perturbation bounds for the Hermitian eigenvalue problem
• Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
• Quadratic Residual Bounds for the Hermitian Eigenvalue Problem
• A Jacobi--Davidson Iteration Method for Linear Eigenvalue Problems
• Templates for the Solution of Algebraic Eigenvalue Problems
• Structured Hölder Condition Numbers for Multiple Eigenvalues
• Functions of Matrices

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