Article ID Journal Published Year Pages File Type
4639514 Journal of Computational and Applied Mathematics 2013 7 Pages PDF
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].

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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