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Properties of a matrix with a very ill-conditioned eigenproblem

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Abstract

It is proved that a matrix that has a very ill-conditioned eigenvector matrix is close to one that has multiple eigenvalues, and an estimate of this distance is given, measured in the Euclidean matrix norm.

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Ruhe, A. Properties of a matrix with a very ill-conditioned eigenproblem. Numer. Math. 15, 57–60 (1970). https://doi.org/10.1007/BF02165660

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  • DOI: https://doi.org/10.1007/BF02165660

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