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广义特征值的Wilkinson条件数

ON WILKINSON CONDITION NUMBERS OF A NONDEFECTIVE MULTIPLEGENERALIZED EIGENVALUES
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摘要 This paper concerns with measures of the sensitivity of a nondefective multiple generalized eigenvalue of a regular matrix-pair. Wilkinson condition numbers are introduced and some related properties are studied, especially, the Wilkinson’s theorem on matrices with a very ill-conditioned eigenproblem is extended. A Gerschgorin-Weyl typed theorem is established. These results are useful to analyse the accuracy of computed eigenvalues. This paper concerns with measures of the sensitivity of a nondefective multiple generalized eigenvalue of a regular matrix-pair. Wilkinson condition numbers are introduced and some related properties are studied, especially, the Wilkinson's theorem on matrices with a very ill-conditioned eigenproblem is extended. A Gerschgorin-Weyl typed theorem is established. These results are useful to analyse the accuracy of computed eigenvalues.
作者 刘新国
机构地区 青岛海洋大学
出处 《计算数学》 CSCD 北大核心 1997年第3期233-240,共8页 Mathematica Numerica Sinica
基金 国家青年自然科学基金
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参考文献5

  • 1刘新国,高等学校计算数学学报,1993年,4期
  • 2孙继广,Numer Math,1992年,61卷,2期,265页
  • 3孙继广,Linear Algebr Its Appl,1990年,137/138卷,183期
  • 4孙继广,矩阵扰动分析,1987年
  • 5曹志浩,矩阵特征值问题,1980年

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