An Algorithm to Compute

نویسندگان

  • MING GU
  • MICHAEL L. OVERTON
  • James M. Varah
چکیده

The following problem is addressed: given square matrices A and B, compute the smallest such that A + E and B + F have a common eigenvalue for some E, F with max(‖E‖2, ‖F‖2) ≤ . An algorithm to compute this quantity to any prescribed accuracy is presented, assuming that eigenvalues can be computed exactly.

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تاریخ انتشار 2006