A MINIMAX CHARACTERIZATION FOR EIGENVALUES OF HERMITIAN PENCILS .2.

Authors
Citation
B. Najman et Q. Ye, A MINIMAX CHARACTERIZATION FOR EIGENVALUES OF HERMITIAN PENCILS .2., Linear algebra and its applications, 191, 1993, pp. 183-197
Citations number
7
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00243795
Volume
191
Year of publication
1993
Pages
183 - 197
Database
ISI
SICI code
0024-3795(1993)191:<183:AMCFEO>2.0.ZU;2-Q
Abstract
We establish a minimax characterization for extreme real eigenvalues o f a general hermitian pencil lambdaA - B. The matrix A is allowed to b e singular, so infinity may be an eigenvalue. It is also proved that t he extremum can be taken over real subspaces if A and B are real.