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A relative perturbation bound for positive definite matrices |
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| Authors: | Roy Mathias,Kre&#x imir Veseli&#x |
| Affiliation: | Department of Mathematics College of William and Mary Williamsburg, Virginia 23187, USA Lehrgebiet Mathematische Physik Fernuniversität Hagen Postfach 940 D-58084 Hagen, Germany |
| Abstract: | We give a sharp estimate for the eigenvectors of a positive definite Hermitian matrix under a floating-point perturbation. The proof is elementary. |
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