Spectral Perturbation Bounds for Positive Definite Matrices

DOI10.1137/S0895479894271081MaRDI QIDQ4377482zbMATHFDO

Authors Roy Mathias

Publication date 9 February 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

error analysismatrix perturbationsingular valueseigenvalueeigenvectorpositive definite matricesperturbation boundssymmetric matrixJacobi methodgraded matrix

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(14)

• Relative perturbation theory. IV: \(\sin 2\theta\) theorems
• An overview of relative \(\sin\Theta\) theorems for invariant subspaces of complex matrices
• A relative perturbation bound for positive definite matrices
• Weyl-type relative perturbation bounds for eigensystems of Hermitian matrices
• On perturbation of operators and Rayleigh-Schrödinger coefficients
• Asymptotic estimations of a perturbed symmetric eigenproblem
• Generalized spectral relative perturbation bounds for positive definite matrices
• Perturbation estimation for the spectrum of stable matrices
• Relative perturbation theory for hyperbolic eigenvalue problem
• On the perturbation of generalized Schur complement for positive semidefinite matrix
• Absolute and relative perturbation bounds for invariant subspaces of matrices
• Results on bounds of the spectrum of positive definite matrices by projections
• Relative perturbation theory for matrix eigenproblems in free vibration analysis
• A sketch-and-select Arnoldi process

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