Naslov
Relative residual bounds for the eigenvalues of a Hermitian semidefinite matrix.

Autori
Drmač, Zlatko ; Hari, Vjeran

Izvornik
SIAM journal on matrix analysis and applications (0895-4798) 18 (1997), 1; 21-29

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

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