An Elsner-Like Perturbation Theorem for Generalized Eigenvalues
An Elsner-Like Perturbation Theorem for Generalized Eigenvalues
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Date
2003-12-18
Authors
Stewart, G. W.
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Abstract
In 1985 Elsner established a general bound on the distance between an
eigenvalue of a matrix and the closest eigenvalue of a perturbation of
that matrix. In this note, we show that a similar result holds for
the generalized eigenvalue problem.
UMIACS-TR-2003-116