A relative perturbation bound for positive definite matrices
نویسندگان
چکیده
منابع مشابه
A Relative Perturbation Bound for Positive De nite Matrices
We give a sharp estimate for the eigenvectors of a positive deenite Hermitian matrix under a oating-point perturbation. The proof is elementary. Recently there have been a number of papers on eigenvector perturbation bounds that involve a perturbation of the matrix which is small in some relative sense, including the typical rounding errors in matrix elements ((1], 2], 10], 8], 4], 5]). The pro...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1998
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)00248-6