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A bound for the condition of a hyperbolic eigenvector matrix
Authors:Ivan Slapni   ar and Kre&#x  imir Veseli&#x
Institution:

aUniversity of Split, Faculty of Electrical Engineering, Mechanical Engineering, and Naval Architecture, R. Boškovića b.b, 21000 Split, Croatia

bFern universität Hagen, Lehrgebiet Mathematische Physik, Postfach 940, D-58084 Hagen, Germany

Abstract:The hyperbolic eigenvector matrix is a matrix X which simultaneously diagonalizes the pair (H,J), where H is Hermitian positive definite and J = diag(±1) such that X*HX = Δ and X*JX = J. We prove that the spectral condition of X, κ(X), is bounded byK(X)less-than-or-equals, slant√minK(D*HD), where the minimum is taken over all non-singular matrices D which commute with J. This bound is attainable and it can be simply computed. Similar results hold for other signature matrices J, like in the discretized Klein—Gordon equation.
Keywords:Perturbation of eigensolution
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