A formula for the 2-norm distance from a matrix to the set of matrices with multiple eigenvalues |
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| Authors: | Alexander N. Malyshev |
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| Affiliation: | (1) Department of Informatics, University of Bergen, N-5020 Bergen, Norway; e-mail: Alexander.Malyshev@ii.uib.no , NO |
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| Abstract: | ![]()
Summary. We prove that the 2-norm distance from an matrix A to the matrices that have a multiple eigenvalue is equal to where the singular values are ordered nonincreasingly. Therefore, the 2-norm distance from A to the set of matrices with multiple eigenvalues is Received February 19, 1998 / Revised version received July 15, 1998 / Published online: July 7, 1999 |
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| Keywords: | Mathematics Subject Classification (1991):65F15 65F35 |
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