一般矩阵小扰动的特征值近似计算的改进

An Improved Approximation to Eigenvalues of Perturbed General Matrix

介绍一种非自伴随系统矩阵发生小改变时,求解摄动矩阵特征值的近似方法,改进了基于迹理论的近似计算方法。并和基于广义Rayleigh商的近似计算方法作了比较,给出了两种方法的误差阶。通过算例对两种计算精度进行了比较。

It describes an improved approximation method that can be applied to compute the eigenvalues of the perturbed matrices. Improved approximation based on the trace theorem is presented and compared with the approximation based on the generalized Rayleigh quotient. The error order and accuracy of these methods are analyzed. An illustrative example is given to verify the theoretical analysis.