Generalized eigenvalues of a definite Hermitian matrix pair

被引：0

作者：

Li, CK

Mathias, R

机构：

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1998年 / 271卷

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this note, we study some basic properties of generalized eigenvalues of a definite Hermitian matrix pair. In particular, we prove an interlacing theorem and a minimax theorem. We also obtain upper bounds for the variation of the generalized eigenvalues under perturbation. These results extend and improve those of R.-C. Li, J.-g. Sun, and G.W. Stewart on the topic. (C) 1998 Elsevier Science Inc.

引用

页码：309 / 321

页数：13

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