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AN ALGORITHM TO COMPUTE Sepλ.

Authors :
Ming Gu
Overton, Michael L.
Source :
SIAM Journal on Matrix Analysis & Applications. 2006, Vol. 28 Issue 2, p348-359. 12p. 3 Diagrams, 1 Graph.
Publication Year :
2006

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]

Details

Language :
English
ISSN :
08954798
Volume :
28
Issue :
2
Database :
Academic Search Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
21489535
Full Text :
https://doi.org/10.1137/050622584