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Perturbation Theory for the Definite Generalized Eigenvalue Problem

Perturbation Theory for the Definite Generalized Eigenvalue Problem PDF Author: G. W. Stewart
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Languages : en
Pages : 16

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Book Description
This paper concerns perturbation theory for the generalized eigenvalue problem Ax = lambdaBx where A and B are real symmetric matrices of order n> or = to 3. When B is positive definite, as is usually the case in applications, the problem can be reduced to a symmetric eigenvalue problem for the matrix square root of B times the square root of AB, and the wealth of perturbation theory for symmetric eigenvalue problems can be applied.