On the condition numbers of a multiple eigenvalue of a generalized eigenvalue problem

DOI10.1007/s00211-011-0440-xzbMath1252.15012arXiv1008.1201OpenAlexW2051533026MaRDI QIDQ443858

Yuji Nakatsukasa

Publication date: 13 August 2012

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1201

zbMATH Keywords

numerical examplesgeneralized eigenvalue problemmultiple eigenvaluecondition numbersHermitian definite pairHermitian perturbations

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Matrix pencils (15A22)

Related Items (4)

On worst-case condition numbers of a multiple nonzero finite generalized singular value ⋮ New perturbation bounds of partitioned generalized Hermitian eigenvalue problem ⋮ Perturbation of multiple eigenvalues of Hermitian matrices ⋮ First order structured perturbation theory for multiple zero eigenvalues of skew-adjoint matrices

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