Refined Perturbation Bounds for Eigenvalues of Hermitian and Non-Hermitian Matrices

DOI10.1137/070682745zbMath1189.15022MaRDI QIDQ5190216

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Publication date: 15 March 2010

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

Full work available at URL: https://doi.org/10.1137/070682745

zbMATH Keywords

eigenvalues; numerical continuation; Hermitian matrix; covariance model; principal components; perturbation bounds; eigenvalue gap; non-Hermitian perturbations

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65H10: Numerical computation of solutions to systems of equations

65H20: Global methods, including homotopy approaches to the numerical solution of nonlinear equations

15A42: Inequalities involving eigenvalues and eigenvectors

15A18: Eigenvalues, singular values, and eigenvectors

15B57: Hermitian, skew-Hermitian, and related matrices

65H17: Numerical solution of nonlinear eigenvalue and eigenvector problems

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