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Perturbations of the eigenprojections of a factorized Hermitian matrix

Authors :
Krešimir Veselić
Ivan Slapničar
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