Generalized eigenvalues of a definite hermitian matrix pair
نویسندگان
چکیده
منابع مشابه
Positive Eigenvalues of Generalized Words in Two Hermitian Positive Definite Matrices∗
We define a word in two positive definite (complex Hermitian) matrices A and B as a finite product of real powers of A and B. The question of which words have only positive eigenvalues is addressed. This question was raised some time ago in connection with a long-standing problem in theoretical physics, and it was previously approached by the authors for words in two real positive definite matr...
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Given two vectors a; 2 Rn, the Schur-Horn theorem states that a majorizes if and only if there exists a Hermitian matrix H with eigenvalues and diagonal entries a. While the theory is regarded as classical by now, the known proof is not constructive. To construct a Hermitian matrix from its diagonal entries and eigenvalues therefore becomes an interesting and challenging inverse eigenvalue prob...
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This paper is concerned with the Hermitian definite generalized eigenvalue problem A− λB for block diagonal matrices A 1⁄4 diagðA11; A22Þ and B 1⁄4 diagðB11; B22Þ. Both A and B are Hermitian, and B is positive definite. Bounds on how its eigenvalues vary when A and B are perturbed by Hermitian matrices are established. These bounds are generally of linear order with respect to the perturbations...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1998
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)00281-4