On the modification of an eigenvalue problem that preserves an eigenspace (Q719429)
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English | On the modification of an eigenvalue problem that preserves an eigenspace |
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On the modification of an eigenvalue problem that preserves an eigenspace (English)
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10 October 2011
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The author proposes a method for numerical computation of the eigenspace corresponding to a known eigenvalue of the matrix eigenvalue problem \(Au=\lambda u\), by transforming the problem to one of the form \((A+S)u=\mu (\lambda I+S)u\) for a suitable matrix \(S\). The effect of small errors in the estimate of the eigenvalue is considered in a simple case.
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matrix eigenvalue problem
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eigenspaces
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error estimates
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non-Hermitian matrix
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Hermitian matrix
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