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Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices

BIT Numerical Mathematics volume 48, pages 769–781 (2008)Cite this article

Abstract

The paper derives improved relative perturbation bounds for the eigenvalues of scaled diagonally dominant Hermitian matrices and new relative perturbation bounds for the singular values of symmetrically scaled diagonally dominant square matrices. The perturbation result for the singular values enlarges the class of well-behaved matrices for accurate computation of the singular values.

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Authors and Affiliations

  1. Faculty of Economics, University of Zagreb, Kennedyjev trg 6, 10000, Zagreb, Croatia

    J. Matejaš

  2. Department of Mathematics, University of Zagreb, P.O. Box 335, 10002, Zagreb, Croatia

    V. Hari

Authors
  1. J. Matejaš
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  2. V. Hari
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Correspondence to V. Hari.

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AMS subject classification (2000)

65F15

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Matejaš, J., Hari, V. Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices . Bit Numer Math 48, 769–781 (2008). https://doi.org/10.1007/s10543-008-0200-1

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  • DOI: https://doi.org/10.1007/s10543-008-0200-1

Key words

  • Hermitian matrix, eigenvalues, scaled diagonally dominant matrix, singular values, symmetric scaling, relative perturbations