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
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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.
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页码：309 / 321
页数：13
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