1. AN ALGORITHM TO COMPUTE Sepλ.
- Author
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Ming Gu and Overton, Michael L.
- Subjects
- *
SQUARE , *QUADRILATERALS , *EIGENVALUES , *MATRICES (Mathematics) , *ALGORITHMS , *PERTURBATION theory - Abstract
The following problem is addressed: given square matrices A and B, compute the smallest ∊ such that A + E and B + F have a common eigenvalue for some E, F with max(∥E∥2, ∥F∥2) ⩽ ∊. An algorithm to compute this quantity to any prescribed accuracy is presented, assuming that eigenvalues can be computed exactly. [ABSTRACT FROM AUTHOR]
- Published
- 2006
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