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On perturbations of matrix pencils with real spectra. II
Author(s):
Rajendra
Bhatia;
Ren-Cang
Li.
Journal:
Math. Comp.
65
(1996),
637-645.
MSC (1991):
Primary 15A22, 15A42, 65F15
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Abstract:
A well-known result on spectral variation of a Hermitian matrix due to Mirsky is the following: Let and be two Hermitian matrices, and let and be their eigenvalues arranged in ascending order. Then for any unitarily invariant norm . In this paper, we generalize this to the perturbation theory for diagonalizable matrix pencils with real spectra. The much studied case of definite pencils is included in this.
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Additional Information:
Rajendra
Bhatia
Affiliation:
Indian Statistical Institute, 7, S. J. S. Sansanwal Marg, New Delhi -- 110016, India
Email:
rbh@isid.ernet.in
Ren-Cang
Li
Affiliation:
Department of Mathematics, University of California at Berkeley, Berkeley, California 94720
Email:
li@math.berkeley.edu
DOI:
10.1090/S0025-5718-96-00699-0
PII:
S 0025-5718(96)00699-0
Keywords:
Diagonalizable matrix pencil,
definite pencil,
real spectrum,
unitarily invariant norm,
perturbation bound
Received by editor(s):
April 13, 1994
Received by editor(s) in revised form:
August 4, 1994
Additional Notes:
The first author thanks NSERC Canada for financial support.
Copyright of article:
Copyright
1996,
American Mathematical Society
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