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Perturbation Bounds for the Definite Generalized Eigenvalue Problem.
MARYLAND UNIV COLLEGE PARK DEPT OF COMPUTER SCIENCE
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It is shown that a definite problem has a complete system of eigenvectors and its eigenvalues are real. Under perturbations of A and B, the eigenvalues behave like the eigenvalues of a Hermitian matrix in the sense that there is a 1-1 pairing of the eigenvalues with the perturbed eigenvalues and a uniform bound for their differences in this case in the chordal metric. Perturbation bounds are also developed for eigenvectors and eigenspaces.
APPROVED FOR PUBLIC RELEASE