Summary
Gives a bound for the distance of a matrix having an ill-conditioned eigenvalue problem from a matrix having a multiple eigenvalue which is generally sharper than that which has been published hitherto.
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References
Wilkinson, J. H.: The algebraic eigenvalue problem. London: Oxford University Press 1965.
Ruhe, A.: Properties of a matrix with a very ill-conditioned eigenproblem. Num. Math.15, 57–60 (1970).
Parlett, B. N., Reinsch, C.: Balancing a matrix for calculation of eigenvalues and eigenvectors. Num. Math.13, 293–304 (1969).
Wilkinson, J. H., Reinsch, C.: Handbook for automatic computation, vol. II. Linear algebra. Berlin-Heidelberg-New York: Springer 1971.
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Wilkinson, J.H. Note on matrices with a very ill-conditioned eigenproblem. Numer. Math. 19, 176–178 (1972). https://doi.org/10.1007/BF01402528
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DOI: https://doi.org/10.1007/BF01402528