Treffer: Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems

Title:
Perturbation behavior of a multiple eigenvalue in generalized Hermitian eigenvalue problems
Source:
BIT Numerical Mathematics, vol 50, iss 1
Publisher Information:
eScholarship, University of California
Publication Year:
2010
Collection:
University of California: eScholarship
Document Type:
Fachzeitschrift article in journal/newspaper
File Description:
application/pdf
Language:
English
DOI:
10.1007/s10543-010-0254-8
Rights:
public
Accession Number:
edsbas.556E90BB
Database:
BASE

Weitere Informationen

We show that a multiple eigenvalue has different sensitivities under perturbations in a generalized Hermitian eigenvalue problem. Our result provides a solution to a question raised by Stewart and Sun. We also show how this difference of sensitivities plays a role in the eigenvalue forward error analysis after the Rayleigh-Ritz process, for which we present an approach that provides tight bounds.