Perturbation of Eigenpairs of Factored Symmetric Tridiagonal Matrices
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- Parlett Found. Comput. Math. (2003) 3: 207. doi:10.1007/s10208-001-0051-5
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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.