Summary
For ann ×n matrixA with distinct eigenvalues explicit expressions are obtained for certain condition numbers associated with the reduction ofA to its Jordan normal form. These condition numbers are also related by inequalities to (i) the departure from normality ofA, (ii) the discriminant of the eigenvalues ofA, (iii) the Gram determinant of the eigenvectors ofA.
Similar content being viewed by others
References
Bauer, F. L., andC. T. Fike: Norms and exclusion theorems. Numerische Math.2, 137–141 (1960).
——J. Stoer, andC. Witzgall: Absolute and monotonic norms. Numerische Math.3, 257–264 (1961).
Davis, P. J., E. V. Haynsworth, andM. Marcus: Bound for theP-condition number of matrices with positive roots. J. Research Nat. Bur. Standards65 B, (Math. and Math. Phys.), 13–14 (1961).
Gautschi, We.: The asymptotic behaviour of powers of matrices. Duke Math. J.20, 127–140 (1953).
Henrici, P.: Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices. Numerische Math.4, 24–40 (1962).
Marcus, M. D.: A remark on a norm inequality for square matrices. Proc. Amer. Math. Soc.6, 117–119 (1955)
Marcus, M.: An inequality connecting theP-condition number and the determinant. Numerische Math.4, 350–353 (1962).
Mirsky, L.: An introduction to linear algebra. Oxford: Oxford University Press 1955.
Richter, H.: Bemerkung zur Norm der Inversen einer Matrix. Arch. Math.5, 447–448 (1954).
Schopf, A. H.: On the Kantorovich inequality. Numerische Math.2, 344–346 (1960).
van der Waerden, B. L.: Modem algebra, Vol. I (English Translation). New York: Frederick Ungar Publishing Co. 1953
Wedderburn, J. H. M.: Lectures on matrices. Amer. Math. Soc. Colloquium Publications, vol.17 (1934).
Wilkinson, J. H.: The algebraic eigenvalue problem. Oxford: Oxford University Press 1965.
Bauer, F. L.: Optimally scaled matrices. Numerische Math.5, 73–87 (1963).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Smith, R.A. The condition numbers of the matrix eigenvalue problem. Numer. Math. 10, 232–240 (1967). https://doi.org/10.1007/BF02162166
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02162166