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Perturbations of the eigenprojections of a factorized Hermitian matrix
- Source :
- Linear Algebra and its Applications. 218:273-280
- Publication Year :
- 1995
- Publisher :
- Elsevier BV, 1995.
-
Abstract
- We give the perturbation bounds for the eigenprojections of a Hermitian matrix H = GJG∗ , where G has full column rank and J is nonsingular, under the perturbations of the factor G . Our bounds hold, for example, when G is given with elementwise relative error. Our bounds contain relative gaps between the eigenvalues and may thus be much less pessimistic than the standard norm estimates.
Details
- ISSN :
- 00243795
- Volume :
- 218
- Database :
- OpenAIRE
- Journal :
- Linear Algebra and its Applications
- Accession number :
- edsair.doi.dedup.....5152ca698ca88547ab1ee16d9b5a8a12
- Full Text :
- https://doi.org/10.1016/0024-3795(93)00190-b