摘要
讨论一类Hermitian广义特征值问题A-λB,其中A和B是Hermitian矩阵,并且B的(1,1)块和(2,2)块是正定的.考虑当A和B发生Hermitian扰动时相应特征值的界如何变化.数值例子也说明了这些结果.
A class of Hermitian generalized eigenvalue problems A - AB are con- sidered in this paper. Both A and B are Hermitian with （1,1） and （2,2） blocks of B being positive definite. Bounds on how their eigenvalues vary when A and B are perturbed by Hermitian matrices are established. Numerical examples also illustrate these results.
出处
《应用数学与计算数学学报》
2013年第3期341-354,共14页
Communication on Applied Mathematics and Computation
基金
Project supported by the National Natural Science Foundation of China(11071118,11001079)
the Natural Science Foundation for Colleges and Universities of Jiangsu Province of China(13KJB110020)
关键词
广义特征值问题
扰动界
正定矩阵
generalized eigenvalue problem
perturbation bound
positive definitematrix
