Ela Sensitivity Analysis for the Multivariate
نویسنده
چکیده
This paper concerns with the sensitivity analysis for the multivariate eigenvalue problem (MEP). The concept of a simple multivariate eigenvalue of a matrix is generalized to the MEP and the first-order perturbation expansions of a simple multivariate eigenvalue and the corresponding multivariate eigenvector are presented. The explicit expressions of condition numbers, perturbation upper bounds and backward errors for multivariate eigenpairs are derived.
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