A Note on the Normwise Perturbation Theory for the Regular Generalized Eigenproblem Ax = Bx
نویسنده
چکیده
In this paper, we present a normwise perturbation theory for the regular generalized eigenproblem Ax = Bx, when is a simple and nite eigenvalue, which departs from the classical analysis with the chordal norm 9]. A backward error and a condition number are derived for a choice of exible measure to represent independent perturbations in the matrices A and B. The concept of optimal backward error, associated with an eigenvalue only is also discussed.
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تاریخ انتشار 1996