Matrix analysis
On perturbations of matrix pencils with real spectra
Mathematics of Computation
The symmetric eigenvalue problem
The symmetric eigenvalue problem
Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations
SIAM Journal on Matrix Analysis and Applications
Templates for the solution of algebraic eigenvalue problems: a practical guide
Templates for the solution of algebraic eigenvalue problems: a practical guide
| Hi-index | 7.29 |
Let {A,B} be a definite matrix pair of order n, and let the columns of X@?"1@?C^n^x^l span an l-dimensional approximate invariant eigenspace of {A,B}. In this paper, we present a Hoffman-Wielandt-type residual bound for eigenvalues between Rayleigh quotient matrix pair {X@?"1^HAX@?"1,X@?"1^HBX@?"1} and {A,B}, which extends a result of Kahan [W. Kahan, Numerical Linear Algebra, Canadian Mathematical Bulletin, 9 (1966) 757-801].