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Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem (CROSBI ID 220591)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Truhar, Ninoslav ; Miodragović, Suzana Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem // Applied numerical mathematics, 98 (2015), 106-121. doi: 10.1016/j.apnum.2015.08.006

Podaci o odgovornosti

Truhar, Ninoslav ; Miodragović, Suzana

engleski

Relative perturbation theory for definite matrix pairs and hyperbolic eigenvalue problem

In this paper, new relative perturbation bounds for the eigenvalues as well as for the eigensubspaces are developed for definite Hermitian matrix pairs and the quadratic hyperbolic eigenvalue problem. First, we derive relative perturbation bounds for the eigenvalues and the $\sin \Theta$ type theorems for the eigensubspaces of the definite matrix pairs $(A, B)$, where both $A, B \in \mathbb{; ; ; ; C}; ; ; ; ^{; ; ; ; m\times m}; ; ; ; $ are Hermitian nonsingular matrices with particular emphasis, where $B$ is a diagonal of $\pm 1$. Further, we consider the following quadratic hyperbolic eigenvalue problem $(\mu^2 M + \mu C + K) x =0$, where $M, C, K \in \mathbb{; ; ; ; C}; ; ; ; ^{; ; ; ; n\times n}; ; ; ; $ are given Hermitian matrices. Using proper linearization and new relative perturbation bounds for definite matrix pairs $(A, B)$, we develop corresponding relative perturbation bounds for the eigenvalues and the $\sin \Theta$ type theorems for the eigensubspaces for the considered quadratic hyperbolic eigenvalue problem. The new bounds are uniform and depend only on matrices $M$, $C$, $K$, perturbations $\delta M$, $\delta C$ and $\delta K$ and standard relative gaps. The quality of new bounds is illustrated through numerical examples.

perturbation of matrix pairs; perturbation of eigenvalues and eigenvectors; hyperbolic eigenvalue problem; sin theta theorem

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Podaci o izdanju

98

2015.

106-121

objavljeno

0168-9274

10.1016/j.apnum.2015.08.006

Povezanost rada

Matematika

Poveznice
Indeksiranost