Accession Number:

ADA048072

Title:

Perturbation Bounds for the Definite Generalized Eigenvalue Problem.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF COMPUTER SCIENCE

Personal Author(s):

• Stewart,G. W.

Report Date:

1977-10-01

Pagination or Media Count:

26.0

Abstract:

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.

Descriptors:

• *EIGENVECTORS
• *EIGENVALUES
• *PERTURBATION THEORY
• MATHEMATICAL MODELS
• MATRICES(MATHEMATICS)
• PROBLEM SOLVING
• GEOMETRIC FORMS
• MATHEMATICAL ANALYSIS
• PERTURBATIONS

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE