Perturbation theory and derivatives of matrix eigensystems

DOI10.1016/0893-9659(88)90147-4zbMath0706.15018OpenAlexW2087825774MaRDI QIDQ919068

King-wah Eric Chu

Publication date: 1988

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(88)90147-4

zbMATH Keywords

perturbation theorymatrix eigenvalue problemsmultiple eigenvaluesBauer-Fike Theoremderivatives of matrix eigensystems

Mathematics Subject Classification ID

Related Items (2)

Multiple eigenvalue sensitivity analysis ⋮ Sensitivity analysis of the gratest eigenvalue of a symmetric matrix via the \(\epsilon\)-subdifferential of the associated convex quadratic form

Cites Work

• Generalization of the Bauer-Fike theorem
• Perturbation bounds for the definite generalized eigenvalue problem
• On Multiple Eigenvalues of Matrices Depending on Several Parameters
• Exclusion Theorems and the Perturbation Analysis of the Generalized Eigenvalue Problem
• Derivatives of eigenvalues and eigenvectors of a general complex matrix
• Computing Derivatives of Eigenvalues and Elgenvectors by Simultaneous Iteration
• Iterative Computation of Derivatives of Eigenvalues and Eigenvectors
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
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