On perturbations of matrix pencils with real spectra. II
نویسندگان
چکیده
A well-known result on spectral variation of a Hermitian matrix due to Mirsky is the following: Let A and à be two n×n Hermitian matrices, and let λ1, . . . , λn and λ̃1, . . . , λ̃n be their eigenvalues arranged in ascending order. Then ∣∣∣∣∣∣diag (λ1 − λ̃1, . . . , λn − λ̃n)∣∣∣∣∣∣ ≤ ∣∣∣∣∣∣A− Ã∣∣∣∣∣∣ for any unitarily invariant norm ||| · |||. In this paper, we generalize this to the perturbation theory for diagonalizable matrix pencils with real spectra. The much studied case of definite pencils is included in this.
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ورودعنوان ژورنال:
- Math. Comput.
دوره 65 شماره
صفحات -
تاریخ انتشار 1996