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Perturbation analysis for the generalized eigenvalue and the generalized singular value problem

  • Section C Generalized Singular Values And Data Analysis
  • Conference paper
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Matrix Pencils

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 973))

Abstract

The author has obtained some results in his recent work, which generalize some classical perturbation theorems for the standard eigenvalue problem Ax=λx to regular matrix pencils, and give a positive answer for an open question proposed by G. W. Stewart. A perturbation analysis for the generalized singular value decomposition suggested by Van Loan, C. C. Paige and M. A. Saunders has also been carried out.

This work was supported by the Alexander von Humboldt Foundation in Federal Republic of Germany.

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Authors
  1. Ji-guang Sun
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Bo Kågström Axel Ruhe

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© 1983 Springer-Verlag

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Sun, Jg. (1983). Perturbation analysis for the generalized eigenvalue and the generalized singular value problem. In: Kågström, B., Ruhe, A. (eds) Matrix Pencils. Lecture Notes in Mathematics, vol 973. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062105

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  • DOI: https://doi.org/10.1007/BFb0062105

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11983-8

  • Online ISBN: 978-3-540-39447-1

  • eBook Packages: Springer Book Archive

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