Perturbation theory for the eigenvalues of factorised symmetric matrices

Authors
Citation
K. Veselic, Perturbation theory for the eigenvalues of factorised symmetric matrices, LIN ALG APP, 309(1-3), 2000, pp. 85-102
Citations number
17
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
309
Issue
1-3
Year of publication
2000
Pages
85 - 102
Database
ISI
SICI code
0024-3795(20000415)309:1-3<85:PTFTEO>2.0.ZU;2-0
Abstract
We obtain eigenvalue perturbation results for a factorised Hermitian matrix H = GJG* where J(2) = I and G has full row rank and is perturbed into G delta G, where delta G is small with respect to G. This complements the ear lier results on the easier case of G with full column rank. Applied to squa re factors G our results help to identify the so-called quasidefinite matri ces as a natural class on which the relative perturbation theory for the ei gensolution can be formulated in a way completely analogous to the one alre ady known for positive definite matrices. (C) 2000 Elsevier Science Inc. Al l rights reserved.