Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639514 | Journal of Computational and Applied Mathematics | 2013 | 7 Pages |
Abstract
Let {A,B}{A,B} be a definite matrix pair of order nn, and let the columns of X˜1∈Cn×l span an ll-dimensional approximate invariant eigenspace of {A,B}{A,B}. In this paper, we present a Hoffman–Wielandt-type residual bound for eigenvalues between Rayleigh quotient matrix pair {X˜1HAX˜1,X˜1HBX˜1} and {A,B}{A,B}, which extends a result of Kahan [W. Kahan, Numerical Linear Algebra, Canadian Mathematical Bulletin, 9 (1966) 757–801].
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xiao Shan Chen,