Summary
This paper gives optimal backward perturbation bounds and the accuracy of approximate solutions for subspaces associated with certain eigenvalue problems such as the eigenvalue problemAx=λx, the generalized eigenvalue problem βAx=αBx, and the singular value decomposition of a matrixA. This paper also gives residual bounds for certain eigenvalues, generalized eigenvalues and singular values.
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This subject was supported by the Swedish Natural Science Research Council and the Institute of Information Processing of the University of Umeå.
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Sun, Jg. Backward perturbation analysis of certain characteristic subspaces. Numer. Math. 65, 357–382 (1993). https://doi.org/10.1007/BF01385757
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DOI: https://doi.org/10.1007/BF01385757