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A note on Stewart's theorem for definite matrix pairs
Authors:Ji-guang Sun
Institution:Computing Center Academia Sinica Peking, China
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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