A note on Stewart's theorem for definite matrix pairs |
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Authors: | Ji-guang Sun |
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Institution: | Computing Center Academia Sinica Peking, China |
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Abstract: | Let A and B be n×n Hermitian matrices. The matrix pair (A, B) is called definite pair and the corresponding eigenvalue problem βAx = αBx is definite if c(A, B) ≡ inf6x6= 1{|H(A+iB)x|} > 0. In this note we develop a uniform upper bound for differences of corresponding eigenvalues of two definite pairs and so improve a result which is obtained by G.W. Stewart 2]. Moreover, we prove that this upper bound is a projective metric in the set of n × n definite pairs. |
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