Naslov
On relative residual bounds for the eigenvalues of a Hermitian matrix
(On relative residual bound for the eigenvalues of a Hermitian matrix)

Autori
Drmač, Zlatko

Izvornik
Linear algebra and its applications (0024-3795) 244 (1996); 155-163

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
eigenvalues ; residual bounds ; Hermitian matrix ; Rayleigh

Sažetak
Let $H$ be a Hermitian matrix, $ X$ an orthonormal matrix, and $M=X^*H X$. Then the eigenvalues of $M$ approximate some eigenvalues of $H$ with an absolute error bounded by $\| HX-XM\|_2$. The main interest in this work is the relative distance between the eigenvalues of $M$ and some part of the spectrum of $H$. It is shown that distance depends on the angle between the ranges of $X$ and $HX$.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA