سند علمی

The nearest de®nite pair for the Hermitian generalized eigenvalue problem

چکیده

The generalized eigenvalue problem Ax ˆ kBx has special properties when A;B† is a Hermitian and de®nite pair. Given a general Hermitian pair A;B† it is of interest to ®nd the nearest de®nite pair having a speci®ed Crawford number d > 0. We solve the problem in terms of the inner numerical radius associated with the ®eld of values of A‡ iB. We show that once the problem has been solved it is trivial to rotate the perturbed pair A‡ DA;B‡ DB† to a pair ~ A; ~ B† for which kmin e B† achieves its maximum value d, which is a numerically desirable property when solving the eigenvalue problem by methods that convert to a standard eigenvalue problem by ``inverting B''. Numerical examples are given to illustrate the analysis. Ó 1999 Elsevier Science Inc. All rights reserved.

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