Perturbation of Eigenpairs of Factored Symmetric Tridiagonal Matrices
- 50 Downloads
Suppose that an indefinite symmetric tridiagonal matrix permits triangular factorization T = LDLt . We provide individual condition numbers for the eigenvalues and eigenvectors of T when the parameters in L and D suffer small relative perturbations. When there is element growth in the factorization, then some pairs may be robust while others are sensitive. A 4 × 4 example shows the limitations of standard multiplicative perturbation theory and the efficacy of our new condition numbers.
Unable to display preview. Download preview PDF.